+160.1%
STM vs VALE
+2,275.1%
-2,114.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +5.8% | +1.6% | +4.2% | +5.1% |
| 30D | -1.0% | +5.1% | -6.1% | -3.1% |
| 3M | -33.3% | -0.4% | -32.9% | -33.1% |
| 6M | +57.4% | -2.2% | +59.6% | +58.9% |
| YTD | +102.2% | +20.5% | +81.7% | +88.6% |
| 1Y | +99.6% | +61.2% | +38.4% | +67.1% |
| 3Y | +14.5% | +43.1% | -28.6% | -0.3% |
| 5Y | +21.4% | +34.0% | -12.6% | +2.6% |
| 10Y | +695.0% | +469.7% | +225.3% | +260.8% |
| All | +160.1% | +2,275.1% | -2,114.9% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling