+1,537.1%
SOXX vs VALE
+526.3%
+1,010.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.4% | -0.3% | +1.6% | +1.5% |
| 30D | -3.6% | +8.6% | -12.2% | -6.4% |
| 3M | -10.2% | +2.0% | -12.1% | -10.8% |
| 6M | +54.2% | +2.1% | +52.1% | +53.1% |
| YTD | +75.2% | +20.2% | +55.0% | +64.3% |
| 1Y | +107.5% | +55.2% | +52.3% | +78.7% |
| 3Y | +226.8% | +45.9% | +180.9% | +183.3% |
| 5Y | +251.2% | +41.4% | +209.8% | +194.1% |
| All | +1,537.1% | +526.3% | +1,010.8% | +857.5% |
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