+1,645.1%
VALE vs SPY
+919.8%
+725.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | 0.0% |
| 7D | -3.2% | +2.6% | -5.8% | -6.5% |
| 30D | -15.1% | -2.0% | -13.1% | -13.1% |
| 3M | -18.7% | -2.8% | -15.9% | -16.0% |
| 6M | -31.5% | +2.1% | -33.6% | -33.9% |
| YTD | -11.4% | +11.5% | -22.9% | -23.9% |
| 1Y | -1.9% | +13.5% | -15.3% | -17.8% |
| 3Y | +1.7% | +77.7% | -76.0% | -55.9% |
| 5Y | +35.4% | +72.6% | -37.2% | -41.9% |
| 10Y | +204.8% | +308.2% | -103.3% | -63.3% |
| All | +1,645.1% | +919.8% | +725.3% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling