+1,383.2%
STX vs VALE
+53.3%
+1,329.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +5.6% |
| 7D | +10.7% | +2.9% | +7.8% | +9.2% |
| 30D | +11.3% | +8.8% | +2.5% | +6.6% |
| 3M | +3.2% | +6.8% | -3.5% | +0.2% |
| 6M | +157.0% | +6.9% | +150.1% | +147.7% |
| YTD | +229.2% | +22.8% | +206.4% | +204.1% |
| 1Y | +381.8% | +61.3% | +320.6% | +303.4% |
| 3Y | +1,383.2% | +53.3% | +1,329.9% | +1,099.1% |
| All | +1,383.2% | +53.3% | +1,329.9% | +1,099.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling