+365.4%
STX vs VALE
+60.7%
+304.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.5% |
| 7D | +2.4% | +1.6% | +0.8% | +1.1% |
| 30D | +1.4% | +5.1% | -3.7% | -2.6% |
| 3M | -8.2% | -0.4% | -7.8% | -8.1% |
| 6M | +127.0% | -2.2% | +129.2% | +126.2% |
| YTD | +209.1% | +20.5% | +188.6% | +168.2% |
| 1Y | +365.4% | +61.2% | +304.2% | +193.6% |
| All | +365.4% | +60.7% | +304.7% | +193.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling