-25.2%
SWKS vs VALE
+43.9%
-69.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | +1.6% | +10.9% | +11.9% |
| 30D | +10.5% | +5.1% | +5.4% | +8.3% |
| 3M | -7.4% | -0.4% | -7.0% | -7.3% |
| 6M | +32.7% | -2.2% | +34.9% | +32.9% |
| YTD | +19.2% | +20.5% | -1.4% | +7.6% |
| 1Y | +2.4% | +61.2% | -58.8% | -18.9% |
| All | -25.2% | +43.9% | -69.1% | -40.5% |
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 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