+235.3%
SLV vs VALE
+493.0%
-257.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.5% |
| 7D | +2.8% | -1.8% | +4.6% | +3.2% |
| 30D | +2.2% | +6.7% | -4.4% | +0.5% |
| 3M | +2.9% | +4.9% | -2.0% | +1.8% |
| 6M | -22.4% | +3.6% | -26.0% | -22.8% |
| YTD | -5.7% | +21.9% | -27.6% | -8.2% |
| 1Y | +63.3% | +61.6% | +1.8% | +50.5% |
| 3Y | +189.0% | +52.1% | +136.9% | +167.1% |
| 5Y | +172.7% | +43.2% | +129.5% | +150.2% |
| 10Y | +235.3% | +521.5% | -286.2% | +128.9% |
| All | +235.3% | +493.0% | -257.7% | +128.9% |
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