+137.1%
VALE vs SYF
+340.9%
-203.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.6% | +2.4% | -0.8% | +0.6% |
| 30D | +5.1% | +0.8% | +4.3% | +4.7% |
| 3M | -0.4% | +13.4% | -13.8% | -5.6% |
| 6M | -2.2% | +16.3% | -18.5% | -8.3% |
| YTD | +20.5% | -3.0% | +23.5% | +20.3% |
| 1Y | +61.2% | +5.7% | +55.5% | +54.9% |
| 3Y | +43.1% | +160.1% | -117.0% | -10.3% |
| 5Y | +34.0% | +88.5% | -54.6% | -8.5% |
| 10Y | +469.7% | +263.1% | +206.6% | +145.6% |
| All | +137.1% | +340.9% | -203.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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