+2,039.3%
SPGI vs VALE
+2,275.1%
-235.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +8.4% | +5.1% | +3.3% | +6.9% |
| 3M | +11.8% | -0.4% | +12.2% | +11.5% |
| 6M | +5.7% | -2.2% | +7.9% | +5.4% |
| YTD | -9.7% | +20.5% | -30.2% | -15.3% |
| 1Y | -12.5% | +61.2% | -73.6% | -24.0% |
| 3Y | +21.8% | +43.1% | -21.3% | +7.0% |
| 5Y | +8.2% | +34.0% | -25.8% | -7.5% |
| 10Y | +309.5% | +469.7% | -160.2% | +109.6% |
| All | +2,039.3% | +2,275.1% | -235.7% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling