+2,320.2%
VALE vs SRE
+1,482.3%
+837.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.8% |
| 7D | +2.9% | +1.4% | +1.5% | +2.0% |
| 30D | +8.8% | +1.9% | +6.9% | +7.0% |
| 3M | +6.8% | -3.3% | +10.0% | +8.3% |
| 6M | +6.9% | -6.4% | +13.3% | +10.4% |
| YTD | +22.8% | -1.8% | +24.6% | +22.5% |
| 1Y | +61.3% | +10.7% | +50.5% | +48.3% |
| 3Y | +53.3% | +31.8% | +21.5% | +19.3% |
| 5Y | +44.9% | +49.2% | -4.4% | +1.2% |
| 10Y | +486.8% | +118.5% | +368.3% | +179.1% |
| All | +2,320.2% | +1,482.3% | +837.9% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling