+37.8%
SWKS vs VALE
+200.9%
-163.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +1.0% |
| 7D | -3.1% | +5.5% | -8.6% | -5.0% |
| 30D | +8.3% | -15.0% | +23.3% | +14.2% |
| 3M | +20.2% | -20.0% | +40.2% | +29.4% |
| 6M | +24.9% | -28.4% | +53.3% | +39.7% |
| YTD | +33.2% | -8.6% | +41.7% | +34.9% |
| 1Y | +23.6% | +2.0% | +21.6% | +20.4% |
| 3Y | +1.3% | +4.1% | -2.8% | -3.7% |
| 5Y | -40.6% | +46.4% | -87.0% | -52.8% |
| All | +37.8% | +200.9% | -163.1% | -15.3% |
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