+38.7%
VALE vs SPG
+86.1%
-47.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.5% |
| 30D | -14.3% | +16.6% | -30.9% | -18.4% |
| 3M | -16.8% | +8.1% | -24.9% | -18.9% |
| 6M | -30.2% | +19.3% | -49.6% | -34.3% |
| YTD | -8.6% | +31.1% | -39.7% | -16.6% |
| 1Y | +1.6% | +32.8% | -31.1% | -7.7% |
| 3Y | +4.1% | +135.8% | -131.7% | -23.4% |
| 5Y | +38.7% | +85.1% | -46.4% | +6.5% |
| All | +38.7% | +86.1% | -47.5% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling