+1.5%
SMR vs VALE
+24.7%
-23.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.0% |
| 7D | +4.7% | -0.2% | +4.9% | +5.0% |
| 30D | +3.2% | +9.7% | -6.5% | -1.2% |
| 3M | +9.9% | +5.3% | +4.6% | +7.2% |
| 6M | -15.1% | +0.5% | -15.7% | -14.1% |
| YTD | -27.9% | +20.6% | -48.6% | -32.3% |
| 1Y | -70.2% | +57.6% | -127.8% | -74.6% |
| 3Y | +72.5% | +50.6% | +21.9% | +45.8% |
| All | +1.5% | +24.7% | -23.2% | -11.9% |
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