+16.0%
VALE vs SOXQ
+286.7%
-270.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | -0.3% | +0.8% | -1.0% | -0.5% |
| 30D | +8.6% | -4.6% | +13.2% | +9.9% |
| 3M | +2.0% | -10.2% | +12.1% | +4.1% |
| 6M | +2.1% | +49.7% | -47.6% | -11.1% |
| YTD | +20.2% | +67.2% | -47.0% | +1.5% |
| 1Y | +55.2% | +98.0% | -42.8% | +24.5% |
| 3Y | +45.9% | +237.2% | -191.3% | -2.5% |
| 5Y | +41.4% | +261.3% | -219.9% | -15.0% |
| All | +16.0% | +286.7% | -270.6% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 10y: compounded portfolio wealth divided by compounded SOXQ 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…
10y analysis · Full analysis span regression · 6 months rolling