-85.6%
SMR vs VALE
+3.0%
-88.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -8.4% |
| 7D | -9.5% | -0.3% | -9.2% | -9.8% |
| 30D | -33.2% | -19.2% | -14.0% | -16.9% |
| 3M | -45.9% | -20.7% | -25.2% | -31.6% |
| 6M | -57.9% | -25.8% | -32.1% | -41.6% |
| YTD | -63.8% | -9.8% | -54.0% | -66.7% |
| 1Y | -85.6% | +3.7% | -89.3% | -91.4% |
| All | -85.6% | +3.0% | -88.6% | -91.4% |
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 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