+2,772.6%
SMH vs VALE
+2,320.2%
+452.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | +5.2% | +2.9% | +2.3% | +4.3% |
| 30D | -1.5% | +8.8% | -10.3% | -4.1% |
| 3M | -4.1% | +6.8% | -10.8% | -6.0% |
| 6M | +50.8% | +6.9% | +43.9% | +47.8% |
| YTD | +59.3% | +22.8% | +36.5% | +49.6% |
| 1Y | +94.1% | +61.3% | +32.8% | +68.3% |
| 3Y | +286.7% | +53.3% | +233.4% | +236.4% |
| 5Y | +339.4% | +44.9% | +294.6% | +272.8% |
| 10Y | +1,803.3% | +486.8% | +1,316.5% | +902.8% |
| All | +2,772.6% | +2,320.2% | +452.4% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling