+2,320.2%
VALE vs SYY
+426.4%
+1,893.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +2.9% | -2.8% | +5.7% | +4.4% |
| 30D | +8.8% | -5.3% | +14.1% | +11.9% |
| 3M | +6.8% | +5.1% | +1.7% | +3.7% |
| 6M | +6.9% | -5.0% | +11.9% | +8.1% |
| YTD | +22.8% | +10.7% | +12.1% | +14.1% |
| 1Y | +61.3% | +0.7% | +60.6% | +56.9% |
| 3Y | +53.3% | +24.0% | +29.3% | +30.4% |
| 5Y | +44.9% | +19.3% | +25.6% | +21.7% |
| 10Y | +486.8% | +96.4% | +390.4% | +215.3% |
| All | +2,320.2% | +426.4% | +1,893.8% | +626.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling