-37.6%
SMCI vs VALE
+3.0%
-40.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.1% | -9.8% | -9.1% |
| 7D | -17.3% | -0.3% | -17.0% | -17.4% |
| 30D | -31.5% | -19.2% | -12.2% | -17.5% |
| 3M | -6.6% | -20.7% | +14.1% | +13.9% |
| 6M | +6.0% | -25.8% | +31.8% | +39.4% |
| YTD | +1.1% | -9.8% | +10.9% | +32.5% |
| 1Y | -37.6% | +3.7% | -41.2% | -22.7% |
| All | -37.6% | +3.0% | -40.5% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling