+43.6%
VALE vs SUI
-26.3%
+69.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | +1.8% | +6.2% | -4.5% | +0.1% |
| 30D | -14.8% | +8.6% | -23.4% | -16.8% |
| 3M | -19.0% | +1.0% | -20.0% | -19.4% |
| 6M | -27.7% | -2.6% | -25.1% | -27.4% |
| YTD | -8.5% | -0.1% | -8.4% | -8.9% |
| 1Y | +2.6% | +0.5% | +2.2% | +2.0% |
| 3Y | +4.0% | +15.3% | -11.2% | -3.0% |
| All | +43.6% | -26.3% | +69.9% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling