+2,133.0%
STRL vs VALE
+41.9%
+2,091.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.6% |
| 7D | +10.1% | +2.9% | +7.2% | +8.9% |
| 30D | -8.2% | +8.8% | -17.0% | -11.1% |
| 3M | -43.7% | +6.8% | -50.5% | -45.0% |
| 6M | +27.1% | +6.9% | +20.2% | +24.9% |
| YTD | +64.0% | +22.8% | +41.2% | +55.1% |
| 1Y | +75.2% | +61.3% | +13.9% | +53.9% |
| 3Y | +539.9% | +53.3% | +486.6% | +460.9% |
| 5Y | +2,133.0% | +44.9% | +2,088.1% | +1,868.1% |
| All | +2,133.0% | +41.9% | +2,091.1% | +1,868.1% |
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