+95.4%
STM vs VALE
-1.6%
+97.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +2.0% |
| 7D | +16.3% | -1.5% | +17.8% | +17.4% |
| 30D | -6.3% | -15.6% | +9.4% | +4.8% |
| 3M | -14.1% | -19.5% | +5.4% | -0.9% |
| 6M | -19.6% | -31.9% | +12.3% | +3.7% |
| YTD | +80.1% | -11.0% | +91.1% | +90.4% |
| 1Y | +95.4% | -2.1% | +97.5% | +93.1% |
| All | +95.4% | -1.6% | +97.0% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling