+41.8%
VALE vs SRE
+46.9%
-5.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +9.7% | -1.7% | +11.5% | +10.2% |
| 3M | +5.3% | -7.1% | +12.3% | +7.5% |
| 6M | +0.5% | -8.4% | +8.9% | +3.1% |
| YTD | +20.6% | -3.5% | +24.1% | +21.3% |
| 1Y | +57.6% | +5.4% | +52.2% | +53.2% |
| 3Y | +50.6% | +29.5% | +21.0% | +27.8% |
| 5Y | +41.8% | +48.3% | -6.5% | +11.7% |
| All | +41.8% | +46.9% | -5.0% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling