+40.9%
VALE vs SPMO
+149.5%
-108.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.6% |
| 7D | -0.3% | -0.9% | +0.7% | +0.3% |
| 30D | +8.6% | -1.9% | +10.5% | +9.7% |
| 3M | +2.0% | -1.4% | +3.3% | +2.0% |
| 6M | +2.1% | +25.5% | -23.4% | -11.9% |
| YTD | +20.2% | +24.8% | -4.6% | +4.0% |
| 1Y | +55.2% | +24.5% | +30.7% | +34.3% |
| 3Y | +45.9% | +157.1% | -111.2% | -25.4% |
| All | +40.9% | +149.5% | -108.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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