+5.1%
SPGI vs VALE
+41.9%
-36.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 3M | +9.0% | +6.8% | +2.3% | +8.0% |
| 6M | +0.8% | +6.9% | -6.1% | -0.4% |
| YTD | -12.6% | +22.8% | -35.4% | -15.7% |
| 1Y | -16.1% | +61.3% | -77.4% | -22.4% |
| 3Y | +19.0% | +53.3% | -34.3% | +9.8% |
| 5Y | +5.1% | +44.9% | -39.8% | -0.1% |
| All | +5.1% | +41.9% | -36.8% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling