+318.0%
SPYM vs VALE
+526.3%
-208.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -1.1% | +8.6% | -9.7% | -2.9% |
| 3M | +3.9% | +2.0% | +1.9% | +3.2% |
| 6M | +13.6% | +2.1% | +11.5% | +12.6% |
| YTD | +12.7% | +20.2% | -7.5% | +7.4% |
| 1Y | +17.6% | +55.2% | -37.6% | +5.9% |
| 3Y | +77.2% | +45.9% | +31.3% | +59.4% |
| 5Y | +84.1% | +41.4% | +42.7% | +61.2% |
| All | +318.0% | +526.3% | -208.3% | +171.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling