+491.2%
VALE vs SPG
+64.3%
+426.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | +9.7% | -5.8% | +15.5% | +11.7% |
| 3M | +5.3% | -2.8% | +8.1% | +6.0% |
| 6M | +0.5% | +8.9% | -8.3% | -2.3% |
| YTD | +20.6% | +14.3% | +6.3% | +15.2% |
| 1Y | +57.6% | +19.5% | +38.1% | +48.3% |
| 3Y | +50.6% | +106.9% | -56.3% | +17.9% |
| 5Y | +41.8% | +108.7% | -66.9% | +8.1% |
| All | +491.2% | +64.3% | +426.8% | +431.9% |
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