+3.7%
VALE vs SCHG
+5.5%
-1.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.3% |
| 7D | -0.3% | -2.5% | +2.2% | +1.3% |
| 30D | -19.2% | -5.4% | -13.8% | -16.2% |
| 3M | -20.7% | -2.2% | -18.6% | -19.7% |
| 6M | -25.8% | +5.2% | -31.0% | -28.7% |
| YTD | -9.8% | +6.8% | -16.6% | -17.7% |
| 1Y | +3.7% | +5.9% | -2.2% | -4.9% |
| All | +3.7% | +5.5% | -1.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling