+526.6%
VALE vs SPMO
+575.0%
-48.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.8% | +2.7% | -4.5% | -3.9% |
| 30D | +6.7% | +1.1% | +5.6% | +5.6% |
| 3M | +4.9% | +2.0% | +2.8% | +2.0% |
| 6M | +3.6% | +26.5% | -22.9% | -15.4% |
| YTD | +21.9% | +26.5% | -4.6% | -0.6% |
| 1Y | +61.6% | +27.9% | +33.6% | +30.3% |
| 3Y | +52.1% | +160.4% | -108.2% | -35.7% |
| 5Y | +43.2% | +151.5% | -108.3% | -38.2% |
| 10Y | +521.5% | +526.3% | -4.8% | +26.8% |
| All | +526.6% | +575.0% | -48.5% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling