+123.0%
STM vs VALE
+1,701.1%
-1,578.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.6% | +1.6% |
| 7D | -7.9% | +5.5% | -13.4% | -9.9% |
| 30D | -14.1% | -15.0% | +0.8% | -9.0% |
| 3M | -17.6% | -20.0% | +2.4% | -10.8% |
| 6M | -24.2% | -28.4% | +4.1% | -14.1% |
| YTD | +73.3% | -8.6% | +81.9% | +79.0% |
| 1Y | +90.1% | +2.0% | +88.1% | +88.5% |
| 3Y | +10.3% | +4.1% | +6.3% | +8.2% |
| 5Y | -5.7% | +46.4% | -52.2% | -22.5% |
| 10Y | +444.1% | +202.4% | +241.7% | +213.5% |
| All | +123.0% | +1,701.1% | -1,578.2% | -57.5% |
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