+22.5%
STM vs VALE
+41.9%
-19.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 3M | -30.6% | +6.8% | -37.4% | -32.5% |
| 6M | +66.4% | +6.9% | +59.5% | +61.8% |
| YTD | +101.1% | +22.8% | +78.3% | +85.3% |
| 1Y | +97.4% | +61.3% | +36.1% | +64.0% |
| 3Y | +21.1% | +53.3% | -32.2% | +0.7% |
| 5Y | +22.5% | +44.9% | -22.4% | +11.1% |
| All | +22.5% | +41.9% | -19.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling