+1.7%
VALE vs SUI
+18.2%
-16.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.7% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | -15.1% | +3.7% | -18.8% | -15.8% |
| 3M | -18.7% | -0.4% | -18.3% | -18.7% |
| 6M | -31.5% | -2.8% | -28.7% | -31.2% |
| YTD | -11.4% | -1.6% | -9.8% | -11.4% |
| 1Y | -1.9% | -2.1% | +0.2% | -1.7% |
| 3Y | +1.7% | +18.5% | -16.8% | -11.9% |
| All | +1.7% | +18.2% | -16.5% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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