+204.8%
VALE vs SPG
+113.9%
+90.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -3.2% | +2.0% | -5.2% | -3.8% |
| 30D | -15.1% | +17.2% | -32.3% | -19.2% |
| 3M | -18.7% | +6.3% | -25.0% | -20.3% |
| 6M | -31.5% | +18.7% | -50.2% | -35.2% |
| YTD | -11.4% | +30.1% | -41.5% | -18.8% |
| 1Y | -1.9% | +32.8% | -34.6% | -10.5% |
| 3Y | +1.7% | +133.6% | -131.9% | -23.3% |
| 5Y | +35.4% | +84.4% | -49.0% | +7.6% |
| All | +204.8% | +113.9% | +90.9% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling