+533.4%
SWKS vs VALE
+1,761.8%
-1,228.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.4% |
| 7D | -2.7% | +5.6% | -8.3% | -4.7% |
| 30D | +8.5% | -12.1% | +20.6% | +13.2% |
| 3M | +17.3% | -16.3% | +33.6% | +24.3% |
| 6M | +25.1% | -26.0% | +51.1% | +38.6% |
| YTD | +33.3% | -5.5% | +38.9% | +33.7% |
| 1Y | +22.9% | +6.7% | +16.2% | +17.9% |
| 3Y | +5.5% | +10.2% | -4.6% | -1.4% |
| 5Y | -41.9% | +49.7% | -91.6% | -54.0% |
| 10Y | +32.4% | +222.3% | -189.8% | -28.2% |
| All | +533.4% | +1,761.8% | -1,228.4% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling