+2,301.5%
VALE vs SPYG
+1,133.4%
+1,168.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | -1.8% | +0.3% | -2.2% | -2.3% |
| 30D | +6.7% | -1.7% | +8.3% | +8.6% |
| 3M | +4.9% | +3.6% | +1.2% | -0.1% |
| 6M | +3.6% | +16.6% | -13.0% | -14.1% |
| YTD | +21.9% | +13.4% | +8.5% | +4.2% |
| 1Y | +61.6% | +19.6% | +42.0% | +29.1% |
| 3Y | +52.1% | +99.8% | -47.6% | -38.6% |
| 5Y | +43.2% | +85.0% | -41.8% | -41.9% |
| 10Y | +521.5% | +422.1% | +99.4% | -41.6% |
| All | +2,301.5% | +1,133.4% | +1,168.1% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling