+489.2%
VALE vs SONY
+293.1%
+196.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -0.3% | -2.7% | +2.4% | +0.8% |
| 30D | +8.6% | +1.5% | +7.1% | +7.6% |
| 3M | +2.0% | +13.0% | -11.0% | -4.4% |
| 6M | +2.1% | +11.2% | -9.1% | -3.8% |
| YTD | +20.2% | -6.6% | +26.9% | +22.3% |
| 1Y | +55.2% | -18.1% | +73.3% | +66.7% |
| 3Y | +45.9% | +42.1% | +3.8% | +16.3% |
| 5Y | +41.4% | +11.0% | +30.3% | +23.0% |
| All | +489.2% | +293.1% | +196.2% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling