+2,275.1%
VALE vs SPG
+1,925.2%
+349.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | +5.1% | -6.8% | +12.0% | +8.5% |
| 3M | -0.4% | +2.7% | -3.1% | -2.0% |
| 6M | -2.2% | +5.5% | -7.7% | -4.9% |
| YTD | +20.5% | +15.7% | +4.8% | +12.0% |
| 1Y | +61.2% | +20.9% | +40.3% | +46.4% |
| 3Y | +43.1% | +112.4% | -69.2% | -1.9% |
| 5Y | +34.0% | +101.4% | -67.4% | -9.6% |
| 10Y | +469.7% | +60.6% | +409.0% | +265.1% |
| All | +2,275.1% | +1,925.2% | +349.9% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling