+41.8%
VALE vs SYY
+20.0%
+21.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -0.2% | +1.5% | -1.7% | -0.6% |
| 30D | +9.7% | -2.3% | +12.1% | +10.4% |
| 3M | +5.3% | +5.5% | -0.2% | +3.6% |
| 6M | +0.5% | -1.0% | +1.5% | +0.1% |
| YTD | +20.6% | +14.1% | +6.5% | +15.0% |
| 1Y | +57.6% | +5.6% | +52.0% | +53.6% |
| 3Y | +50.6% | +27.9% | +22.7% | +36.2% |
| 5Y | +41.8% | +22.7% | +19.1% | +20.3% |
| All | +41.8% | +20.0% | +21.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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