+2,275.1%
VALE vs SM
+314.3%
+1,960.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +5.1% | +26.3% | -21.2% | -2.0% |
| 3M | -0.4% | +8.7% | -9.1% | -4.2% |
| 6M | -2.2% | +51.7% | -53.9% | -16.6% |
| YTD | +20.5% | +99.0% | -78.5% | -5.9% |
| 1Y | +61.2% | +34.6% | +26.6% | +39.6% |
| 3Y | +43.1% | -7.8% | +50.9% | +30.2% |
| 5Y | +34.0% | +104.8% | -70.8% | -12.2% |
| 10Y | +469.7% | +7.2% | +462.4% | +124.9% |
| All | +2,275.1% | +314.3% | +1,960.8% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling