+82.6%
SMR vs VALE
+47.4%
+35.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | +13.1% | -1.8% | +14.9% | +14.8% |
| 30D | +17.8% | +6.7% | +11.1% | +11.9% |
| 3M | +8.1% | +4.9% | +3.2% | +4.0% |
| 6M | -11.1% | +3.6% | -14.7% | -11.6% |
| YTD | -23.7% | +21.9% | -45.6% | -32.2% |
| 1Y | -69.4% | +61.6% | -131.0% | -76.9% |
| All | +82.6% | +47.4% | +35.2% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling