+39.8%
VALE vs SCHG
+1,121.7%
-1,081.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -0.2% | -2.7% | +2.5% | +2.5% |
| 30D | +9.7% | -2.2% | +12.0% | +12.0% |
| 3M | +5.3% | +6.2% | -0.9% | -1.1% |
| 6M | +0.5% | +13.4% | -12.8% | -11.3% |
| YTD | +20.6% | +7.1% | +13.5% | +12.2% |
| 1Y | +57.6% | +12.5% | +45.1% | +39.3% |
| 3Y | +50.6% | +86.2% | -35.6% | -24.0% |
| 5Y | +41.8% | +83.9% | -42.1% | -32.9% |
| 10Y | +515.1% | +451.3% | +63.8% | -38.3% |
| All | +39.8% | +1,121.7% | -1,081.9% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling