+96.2%
SMH vs VALE
+60.7%
+35.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | +1.6% | +0.9% | +1.6% |
| 30D | -0.5% | +5.1% | -5.6% | -3.2% |
| 3M | -9.6% | -0.4% | -9.2% | -9.6% |
| 6M | +42.1% | -2.2% | +44.3% | +42.0% |
| YTD | +57.4% | +20.5% | +36.9% | +41.8% |
| 1Y | +96.2% | +61.2% | +35.0% | +46.5% |
| All | +96.2% | +60.7% | +35.5% | +46.5% |
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