+43.2%
VALE vs SM
+119.2%
-76.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +6.7% | +20.3% | -13.6% | +3.5% |
| 3M | +4.9% | +22.9% | -18.0% | +0.8% |
| 6M | +3.6% | +47.8% | -44.2% | -5.2% |
| YTD | +21.9% | +107.5% | -85.6% | +3.4% |
| 1Y | +61.6% | +51.7% | +9.8% | +45.5% |
| 3Y | +52.1% | -0.9% | +53.0% | +43.3% |
| 5Y | +43.2% | +112.2% | -69.1% | +9.4% |
| All | +43.2% | +119.2% | -76.0% | +9.4% |
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