+40.9%
VALE vs SCHG
+84.3%
-43.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -0.3% | -1.0% | +0.8% | +0.2% |
| 30D | +8.6% | -1.3% | +9.9% | +9.2% |
| 3M | +2.0% | +5.4% | -3.5% | -0.6% |
| 6M | +2.1% | +14.4% | -12.3% | -3.9% |
| YTD | +20.2% | +8.0% | +12.2% | +15.9% |
| 1Y | +55.2% | +12.7% | +42.4% | +46.8% |
| 3Y | +45.9% | +85.6% | -39.7% | +11.1% |
| All | +40.9% | +84.3% | -43.4% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling