+11.7%
SPGI vs VALE
+44.1%
-32.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | +18.4% | -14.8% | +33.2% | +20.4% |
| 3M | +15.7% | -19.0% | +34.7% | +18.1% |
| 6M | +17.3% | -27.7% | +45.0% | +21.2% |
| YTD | -4.7% | -8.5% | +3.8% | -5.3% |
| 1Y | +1.8% | +2.6% | -0.8% | -0.5% |
| 3Y | +31.7% | +4.0% | +27.7% | +26.9% |
| All | +11.7% | +44.1% | -32.5% | +2.0% |
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