+784.6%
STRL vs VALE
+49.7%
+734.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +3.0% |
| 7D | -26.9% | +1.8% | -28.7% | -27.7% |
| 30D | -52.7% | -14.8% | -37.8% | -50.0% |
| 3M | -52.8% | -19.0% | -33.8% | -49.4% |
| 6M | -71.5% | -27.7% | -43.8% | -68.1% |
| YTD | -17.4% | -8.5% | -8.9% | -13.5% |
| 1Y | -35.0% | +2.6% | -37.6% | -34.0% |
| 3Y | +239.2% | +4.0% | +235.2% | +236.6% |
| All | +784.6% | +49.7% | +734.9% | +688.8% |
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