-3.6%
SMR vs VALE
+24.6%
-28.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +4.4% | +1.6% | +2.8% | +3.5% |
| 30D | +3.4% | +5.1% | -1.7% | +0.6% |
| 3M | -19.2% | -0.4% | -18.8% | -19.0% |
| 6M | -22.6% | -2.2% | -20.4% | -20.9% |
| YTD | -31.5% | +20.5% | -52.1% | -35.8% |
| 1Y | -73.1% | +61.2% | -134.3% | -77.2% |
| 3Y | +55.0% | +43.1% | +11.8% | +32.3% |
| All | -3.6% | +24.6% | -28.2% | -16.4% |
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