+11.6%
SWKS vs VALE
+1.7%
+9.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.6% |
| 7D | +10.9% | -1.5% | +12.3% | +11.3% |
| 30D | +17.6% | -15.6% | +33.2% | +24.8% |
| 3M | +29.2% | -19.5% | +48.7% | +39.7% |
| 6M | +37.0% | -31.9% | +68.8% | +57.3% |
| YTD | +44.9% | -11.0% | +55.9% | +46.4% |
| 1Y | +33.8% | -2.1% | +35.9% | +29.2% |
| All | +11.6% | +1.7% | +9.9% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling