+43.2%
VALE vs SPG
+101.9%
-58.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.3% |
| 7D | -1.8% | -2.7% | +0.9% | -1.1% |
| 30D | +6.7% | -7.3% | +13.9% | +9.0% |
| 3M | +4.9% | -3.5% | +8.4% | +5.7% |
| 6M | +3.6% | +8.5% | -4.9% | +0.8% |
| YTD | +21.9% | +13.0% | +8.9% | +16.9% |
| 1Y | +61.6% | +18.0% | +43.5% | +52.7% |
| 3Y | +52.1% | +104.5% | -52.4% | +19.7% |
| 5Y | +43.2% | +102.0% | -58.9% | +0.3% |
| All | +43.2% | +101.9% | -58.7% | +0.3% |
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