-31.9%
VALE vs SM
+7.4%
-39.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -2.2% |
| 7D | -1.5% | +10.6% | -12.1% | -0.7% |
| 30D | -15.6% | -15.0% | -0.7% | -16.2% |
| 3M | -19.5% | +1.7% | -21.2% | -18.8% |
| 6M | -31.9% | +5.9% | -37.7% | -30.9% |
| All | -31.9% | +7.4% | -39.2% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling