+657.6%
STM vs VALE
+473.3%
+184.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.3% |
| 7D | +5.2% | +2.9% | +2.3% | +3.9% |
| 30D | -7.4% | +8.8% | -16.2% | -10.8% |
| 3M | -30.6% | +6.8% | -37.4% | -32.5% |
| 6M | +66.4% | +6.9% | +59.5% | +62.0% |
| YTD | +101.1% | +22.8% | +78.3% | +84.9% |
| 1Y | +97.4% | +61.3% | +36.1% | +62.6% |
| 3Y | +21.1% | +53.3% | -32.2% | +1.0% |
| 5Y | +22.5% | +44.9% | -22.4% | -1.2% |
| 10Y | +657.6% | +486.8% | +170.8% | +299.8% |
| All | +657.6% | +473.3% | +184.3% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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