+1,654.5%
VALE vs SM
+272.6%
+1,381.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -4.1% |
| 7D | -1.5% | +10.6% | -12.1% | -4.5% |
| 30D | -15.6% | -15.0% | -0.7% | -12.5% |
| 3M | -19.5% | +1.7% | -21.2% | -21.3% |
| 6M | -31.9% | +5.9% | -37.7% | -35.3% |
| YTD | -11.0% | +79.0% | -90.0% | -29.4% |
| 1Y | -2.1% | +84.7% | -86.8% | -23.3% |
| 3Y | +1.4% | -3.5% | +4.8% | -10.0% |
| 5Y | +36.2% | +4.9% | +31.2% | +9.0% |
| 10Y | +206.4% | +17.7% | +188.8% | +13.0% |
| All | +1,654.5% | +272.6% | +1,381.9% | +193.2% |
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