+44.9%
VALE vs SPY
+81.8%
-36.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | +2.9% | +0.5% | +2.4% | +2.5% |
| 30D | +8.8% | -0.9% | +9.7% | +9.5% |
| 3M | +6.8% | +3.9% | +2.9% | +3.8% |
| 6M | +6.9% | +14.5% | -7.6% | -2.9% |
| YTD | +22.8% | +12.9% | +9.9% | +12.7% |
| 1Y | +61.3% | +19.4% | +41.9% | +42.5% |
| 3Y | +53.3% | +78.5% | -25.1% | +2.4% |
| 5Y | +44.9% | +81.8% | -36.9% | -7.1% |
| All | +44.9% | +81.8% | -36.9% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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