+1,972.8%
STX vs VALE
+204.8%
+1,768.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +14.6% | -3.2% | +17.8% | +15.9% |
| 30D | -26.0% | -15.1% | -10.9% | -22.2% |
| 3M | -42.6% | -18.7% | -23.9% | -39.0% |
| 6M | -35.3% | -31.5% | -3.8% | -27.3% |
| YTD | +92.5% | -11.4% | +103.9% | +100.2% |
| 1Y | +102.4% | -1.9% | +104.2% | +103.7% |
| 3Y | +673.8% | +1.7% | +672.1% | +659.8% |
| 5Y | +463.1% | +35.4% | +427.6% | +392.6% |
| All | +1,972.8% | +204.8% | +1,768.0% | +1,344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling