+823.3%
SPYM vs VALE
+355.5%
+467.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +0.6% | +2.9% | -2.3% | -0.1% |
| 30D | -0.9% | +8.8% | -9.7% | -2.7% |
| 3M | +3.9% | +6.8% | -2.9% | +2.3% |
| 6M | +14.5% | +6.9% | +7.6% | +12.5% |
| YTD | +13.0% | +22.8% | -9.8% | +7.4% |
| 1Y | +19.4% | +61.3% | -41.8% | +7.2% |
| 3Y | +78.9% | +53.3% | +25.6% | +60.1% |
| 5Y | +82.3% | +44.9% | +37.5% | +59.9% |
| 10Y | +314.7% | +486.8% | -172.1% | +152.3% |
| All | +823.3% | +355.5% | +467.8% | +432.8% |
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