+336.8%
VALE vs SPXS
-100.0%
+436.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.1% |
| 7D | -1.8% | +1.2% | -3.1% | -1.3% |
| 30D | +6.7% | +5.2% | +1.5% | +9.2% |
| 3M | +4.9% | -9.2% | +14.1% | +1.3% |
| 6M | +3.6% | -29.6% | +33.2% | -9.3% |
| YTD | +21.9% | -27.6% | +49.5% | +8.8% |
| 1Y | +61.6% | -36.7% | +98.3% | +37.0% |
| 3Y | +52.1% | -79.8% | +132.0% | -14.8% |
| 5Y | +43.2% | -85.9% | +129.0% | -20.5% |
| 10Y | +521.5% | -99.5% | +621.1% | -1.0% |
| All | +336.8% | -100.0% | +436.8% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling