+3,988.2%
STRL vs VALE
+223.9%
+3,764.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.3% | +11.7% | +13.8% |
| 7D | -13.3% | +5.6% | -18.9% | -15.3% |
| 30D | -43.3% | -12.1% | -31.2% | -41.0% |
| 3M | -46.9% | -16.3% | -30.6% | -43.8% |
| 6M | -65.6% | -26.0% | -39.6% | -62.0% |
| YTD | -5.1% | -5.5% | +0.4% | -2.7% |
| 1Y | -23.1% | +6.7% | -29.8% | -24.2% |
| 3Y | +346.8% | +10.2% | +336.7% | +328.6% |
| 5Y | +907.2% | +49.7% | +857.4% | +733.1% |
| 10Y | +3,988.2% | +222.3% | +3,765.9% | +2,559.7% |
| All | +3,988.2% | +223.9% | +3,764.3% | +2,559.7% |
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