+183.2%
SLV vs VALE
+200.9%
-17.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | -14.2% | -14.3% | +0.2% | -10.7% |
| 3M | -20.3% | -16.8% | -3.5% | -16.5% |
| 6M | -40.2% | -30.2% | -10.0% | -34.4% |
| YTD | -27.6% | -8.6% | -19.0% | -24.1% |
| 1Y | +0.4% | +1.6% | -1.2% | +3.1% |
| 3Y | +129.4% | +4.1% | +125.3% | +132.1% |
| 5Y | +99.8% | +38.7% | +61.1% | +90.6% |
| 10Y | +183.2% | +214.6% | -31.4% | +135.7% |
| All | +183.2% | +200.9% | -17.7% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 10y: compounded portfolio wealth divided by compounded VALE 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…
10y analysis · Full analysis span regression · 6 months rolling