+45.9%
VALE vs SOXQ
+232.9%
-187.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.0% |
| 3M | +2.0% | -10.2% | +12.1% | +4.2% |
| 6M | +2.1% | +49.7% | -47.6% | -12.0% |
| YTD | +20.2% | +67.2% | -47.0% | +0.3% |
| 1Y | +55.2% | +98.0% | -42.8% | +22.8% |
| 3Y | +45.9% | +237.2% | -191.3% | -12.9% |
| All | +45.9% | +232.9% | -187.0% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling