+41.8%
VALE vs SPXS
-85.4%
+127.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.6% |
| 7D | -0.2% | +6.4% | -6.6% | +1.4% |
| 30D | +9.7% | +6.0% | +3.8% | +11.4% |
| 3M | +5.3% | -11.6% | +16.9% | +2.6% |
| 6M | +0.5% | -28.7% | +29.3% | -6.0% |
| YTD | +20.6% | -26.3% | +46.9% | +14.2% |
| 1Y | +57.6% | -34.9% | +92.5% | +45.7% |
| 3Y | +50.6% | -79.5% | +130.0% | +14.0% |
| 5Y | +41.8% | -85.9% | +127.8% | +4.8% |
| All | +41.8% | -85.4% | +127.2% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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