+29,930.2%
STRL vs VALE
+2,275.1%
+27,655.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.0% | +5.8% |
| 7D | +3.4% | +1.6% | +1.8% | +2.8% |
| 30D | -9.2% | +5.1% | -14.4% | -10.9% |
| 3M | -51.0% | -0.4% | -50.6% | -50.9% |
| 6M | +15.8% | -2.2% | +18.0% | +17.1% |
| YTD | +58.9% | +20.5% | +38.3% | +50.3% |
| 1Y | +68.5% | +61.2% | +7.3% | +45.5% |
| 3Y | +485.2% | +43.1% | +442.1% | +415.8% |
| 5Y | +2,005.1% | +34.0% | +1,971.2% | +1,707.7% |
| 10Y | +7,118.0% | +469.7% | +6,648.3% | +3,421.9% |
| All | +29,930.2% | +2,275.1% | +27,655.2% | +7,934.1% |
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 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