+19.0%
SPGI vs VALE
+53.3%
-34.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.4% |
| 7D | -2.5% | +2.9% | -5.4% | -2.8% |
| 30D | +5.4% | +8.8% | -3.4% | +4.5% |
| 3M | +9.0% | +6.8% | +2.3% | +8.2% |
| 6M | +0.8% | +6.9% | -6.1% | -0.1% |
| YTD | -12.6% | +22.8% | -35.4% | -16.0% |
| 1Y | -16.1% | +61.3% | -77.4% | -23.3% |
| 3Y | +19.0% | +53.3% | -34.3% | +7.6% |
| All | +19.0% | +53.3% | -34.3% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling