+32.1%
SWKS vs VALE
+243.5%
-211.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -6.2% | +1.8% | -7.9% | -6.8% |
| 30D | -1.5% | -14.8% | +13.4% | +3.8% |
| 3M | +23.0% | -19.0% | +42.0% | +31.7% |
| 6M | +27.6% | -27.7% | +55.3% | +42.3% |
| YTD | +32.3% | -8.5% | +40.8% | +34.1% |
| 1Y | +20.1% | +2.6% | +17.5% | +16.8% |
| 3Y | +0.6% | +4.0% | -3.4% | -4.2% |
| 5Y | -42.3% | +51.2% | -93.5% | -54.6% |
| All | +32.1% | +243.5% | -211.3% | -19.2% |
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