+46.4%
VALE vs SM
-10.9%
+57.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | +5.5% | -19.5% | +25.0% | +8.6% |
| 30D | -15.0% | -20.2% | +5.2% | -12.4% |
| 3M | -20.0% | -6.5% | -13.5% | -19.9% |
| 6M | -28.4% | +1.6% | -29.9% | -30.0% |
| YTD | -8.6% | +61.2% | -69.8% | -20.2% |
| 1Y | +2.0% | +65.4% | -63.4% | -11.7% |
| 3Y | +4.1% | -13.0% | +17.1% | -1.6% |
| 5Y | +46.4% | -4.3% | +50.7% | +33.0% |
| All | +46.4% | -10.9% | +57.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling