-36.5%
SWKS vs VALE
+35.2%
-71.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +9.4% | -3.2% | +12.6% | +10.4% |
| 30D | +17.0% | -15.1% | +32.0% | +22.2% |
| 3M | +28.9% | -18.7% | +47.6% | +36.4% |
| 6M | +33.1% | -31.5% | +64.6% | +47.8% |
| YTD | +44.8% | -11.4% | +56.2% | +47.7% |
| 1Y | +36.2% | -1.9% | +38.1% | +34.7% |
| 3Y | +11.5% | +1.7% | +9.8% | +6.4% |
| All | -36.5% | +35.2% | -71.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling