-14.4%
SMR vs VALE
+24.3%
-38.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.3% | -15.5% |
| 7D | -11.2% | -0.3% | -11.0% | -11.0% |
| 30D | -10.2% | +8.6% | -18.8% | -13.6% |
| 3M | -10.0% | +2.0% | -12.0% | -10.9% |
| 6M | -30.5% | +2.1% | -32.6% | -30.0% |
| YTD | -39.2% | +20.2% | -59.5% | -42.8% |
| 1Y | -75.5% | +55.2% | -130.7% | -79.0% |
| 3Y | +45.4% | +45.9% | -0.5% | +24.0% |
| All | -14.4% | +24.3% | -38.7% | -25.6% |
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