+55.2%
VALE vs SRE
+4.6%
+50.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.3% | -0.8% | +0.6% | -0.1% |
| 30D | +8.6% | -3.0% | +11.6% | +8.9% |
| 3M | +2.0% | -8.3% | +10.3% | +3.2% |
| 6M | +2.1% | -8.9% | +11.0% | +3.4% |
| YTD | +20.2% | -4.3% | +24.5% | +22.1% |
| 1Y | +55.2% | +2.7% | +52.4% | +59.2% |
| All | +55.2% | +4.6% | +50.6% | +59.2% |
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