+3,786.6%
STRL vs VALE
+206.4%
+3,580.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.2% |
| 7D | +23.4% | -1.5% | +24.9% | +24.2% |
| 30D | -39.5% | -15.6% | -23.9% | -36.1% |
| 3M | -45.1% | -19.5% | -25.5% | -41.1% |
| 6M | -64.6% | -31.9% | -32.7% | -59.7% |
| YTD | -1.5% | -11.0% | +9.4% | +3.0% |
| 1Y | -20.8% | -2.1% | -18.7% | -19.7% |
| 3Y | +353.1% | +1.4% | +351.7% | +346.7% |
| 5Y | +942.9% | +36.2% | +906.7% | +790.4% |
| All | +3,786.6% | +206.4% | +3,580.1% | +2,406.7% |
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