+1,817.6%
SMH vs VALE
+526.3%
+1,291.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.3% | -0.3% | +0.5% | +0.4% |
| 30D | -2.8% | +8.6% | -11.4% | -5.5% |
| 3M | -6.7% | +2.0% | -8.7% | -7.4% |
| 6M | +41.8% | +2.1% | +39.7% | +40.6% |
| YTD | +57.9% | +20.2% | +37.6% | +48.1% |
| 1Y | +87.6% | +55.2% | +32.5% | +62.1% |
| 3Y | +282.9% | +45.9% | +237.0% | +232.2% |
| 5Y | +330.4% | +41.4% | +289.0% | +260.8% |
| All | +1,817.6% | +526.3% | +1,291.3% | +1,018.8% |
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 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