+167.8%
SLV vs VALE
+41.9%
+125.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.6% |
| 7D | +2.5% | +2.9% | -0.4% | +1.1% |
| 30D | +3.3% | +8.8% | -5.5% | -0.6% |
| 3M | -3.6% | +6.8% | -10.4% | -6.2% |
| 6M | -21.8% | +6.9% | -28.7% | -23.5% |
| YTD | -7.8% | +22.8% | -30.7% | -12.0% |
| 1Y | +58.3% | +61.3% | -3.0% | +39.2% |
| 3Y | +182.6% | +53.3% | +129.3% | +148.3% |
| 5Y | +167.8% | +44.9% | +122.9% | +140.8% |
| All | +167.8% | +41.9% | +125.9% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling