+17,842.6%
STRL vs VALE
+1,761.8%
+16,080.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.3% | +11.7% | +13.9% |
| 7D | -13.3% | +5.6% | -18.9% | -15.2% |
| 30D | -43.3% | -12.1% | -31.2% | -41.2% |
| 3M | -46.9% | -16.3% | -30.6% | -44.1% |
| 6M | -65.6% | -26.0% | -39.6% | -62.2% |
| YTD | -5.1% | -5.5% | +0.4% | -3.2% |
| 1Y | -23.1% | +6.7% | -29.8% | -24.5% |
| 3Y | +346.8% | +10.2% | +336.7% | +327.0% |
| 5Y | +907.2% | +49.7% | +857.4% | +735.3% |
| 10Y | +3,988.2% | +222.3% | +3,765.9% | +2,305.4% |
| All | +17,842.6% | +1,761.8% | +16,080.8% | +5,075.9% |
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