+3.7%
VALE vs SRE
-7.5%
+11.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.4% |
| 7D | -0.3% | -2.1% | +1.7% | -0.2% |
| 30D | -19.2% | +6.1% | -25.3% | -20.1% |
| 3M | -20.7% | -3.5% | -17.2% | -20.5% |
| 6M | -25.8% | -10.8% | -15.0% | -24.6% |
| YTD | -9.8% | -4.0% | -5.8% | -8.2% |
| 1Y | +3.7% | -7.7% | +11.3% | +5.4% |
| All | +3.7% | -7.5% | +11.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling