+46.4%
VALE vs SONY
+40.0%
+6.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -0.2% | -5.8% | +5.6% | +1.3% |
| 30D | +9.7% | -0.4% | +10.1% | +9.6% |
| 3M | +5.3% | +13.3% | -8.0% | +1.1% |
| 6M | +0.5% | +8.5% | -7.9% | -2.4% |
| YTD | +20.6% | -8.1% | +28.7% | +22.5% |
| 1Y | +57.6% | -17.9% | +75.5% | +65.0% |
| All | +46.4% | +40.0% | +6.4% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling