+16.4%
VALE vs SOXQ
+279.9%
-263.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | -0.2% | +2.3% | -2.5% | -0.9% |
| 30D | +9.7% | -3.9% | +13.7% | +10.8% |
| 3M | +5.3% | -4.7% | +10.0% | +5.5% |
| 6M | +0.5% | +47.9% | -47.3% | -12.1% |
| YTD | +20.6% | +64.3% | -43.7% | +2.3% |
| 1Y | +57.6% | +95.7% | -38.1% | +26.9% |
| 3Y | +50.6% | +231.5% | -181.0% | +1.1% |
| 5Y | +41.8% | +255.0% | -213.1% | -14.3% |
| All | +16.4% | +279.9% | -263.5% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling