+2,275.1%
VALE vs SMTC
+302.9%
+1,972.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -2.9% |
| 7D | +1.6% | +12.7% | -11.2% | -1.9% |
| 30D | +5.1% | +22.0% | -16.8% | -2.2% |
| 3M | -0.4% | -12.7% | +12.3% | -0.2% |
| 6M | -2.2% | +64.8% | -67.0% | -20.2% |
| YTD | +20.5% | +100.7% | -80.2% | -7.8% |
| 1Y | +61.2% | +146.9% | -85.7% | +14.0% |
| 3Y | +43.1% | +456.8% | -413.7% | -37.3% |
| 5Y | +34.0% | +89.2% | -55.3% | -20.4% |
| 10Y | +469.7% | +426.9% | +42.8% | +110.7% |
| All | +2,275.1% | +302.9% | +1,972.2% | +593.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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