+489.2%
VALE vs SPYG
+424.6%
+64.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -0.3% | -0.9% | +0.6% | +0.5% |
| 30D | +8.6% | -1.5% | +10.1% | +9.9% |
| 3M | +2.0% | +3.7% | -1.8% | -1.4% |
| 6M | +2.1% | +16.4% | -14.3% | -10.2% |
| YTD | +20.2% | +13.3% | +6.9% | +8.0% |
| 1Y | +55.2% | +17.9% | +37.3% | +34.6% |
| 3Y | +45.9% | +98.3% | -52.5% | -22.3% |
| 5Y | +41.4% | +86.4% | -45.0% | -23.2% |
| All | +489.2% | +424.6% | +64.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling