+1,654.5%
VALE vs SPG
+2,183.1%
-528.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -1.5% | +3.1% | -4.6% | -2.8% |
| 30D | -15.6% | +16.4% | -32.1% | -21.4% |
| 3M | -19.5% | +7.1% | -26.6% | -22.2% |
| 6M | -31.9% | +16.1% | -47.9% | -36.7% |
| YTD | -11.0% | +30.4% | -41.4% | -21.8% |
| 1Y | -2.1% | +33.0% | -35.1% | -14.8% |
| 3Y | +1.4% | +134.6% | -133.3% | -33.7% |
| 5Y | +36.2% | +84.9% | -48.7% | -3.7% |
| 10Y | +206.4% | +114.9% | +91.5% | +68.7% |
| All | +1,654.5% | +2,183.1% | -528.6% | +233.2% |
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 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