+53.3%
VALE vs SPG
+112.2%
-58.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +8.8% | -4.9% | +13.7% | +10.6% |
| 3M | +6.8% | +3.3% | +3.5% | +5.2% |
| 6M | +6.9% | +11.2% | -4.3% | +2.6% |
| YTD | +22.8% | +17.1% | +5.8% | +15.6% |
| 1Y | +61.3% | +21.6% | +39.7% | +49.5% |
| 3Y | +53.3% | +111.9% | -58.6% | +3.2% |
| All | +53.3% | +112.2% | -58.9% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling