+102.4%
STX vs VALE
-2.8%
+105.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | +14.6% | -3.2% | +17.8% | +16.7% |
| 30D | -26.0% | -15.1% | -10.9% | -18.9% |
| 3M | -42.6% | -18.7% | -23.9% | -36.0% |
| 6M | -35.3% | -31.5% | -3.8% | -19.9% |
| YTD | +92.5% | -11.4% | +103.9% | +120.8% |
| 1Y | +102.4% | -1.9% | +104.2% | +135.2% |
| All | +102.4% | -2.8% | +105.2% | +135.2% |
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