+324.2%
SMH vs VALE
+40.1%
+284.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -2.2% | +9.7% | -12.0% | -5.2% |
| 3M | -1.9% | +5.3% | -7.1% | -3.5% |
| 6M | +41.0% | +0.5% | +40.5% | +40.6% |
| YTD | +55.6% | +20.6% | +35.0% | +46.8% |
| 1Y | +86.8% | +57.6% | +29.2% | +63.2% |
| 3Y | +277.7% | +50.6% | +227.1% | +227.5% |
| 5Y | +324.2% | +41.8% | +282.3% | +297.7% |
| All | +324.2% | +40.1% | +284.0% | +297.7% |
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 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