+489.0%
STX vs VALE
+51.2%
+437.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.3% | +6.5% | +8.6% |
| 7D | -14.8% | +5.6% | -20.3% | -16.5% |
| 30D | -35.4% | -12.1% | -23.2% | -32.4% |
| 3M | -37.7% | -16.3% | -21.4% | -33.9% |
| 6M | -35.2% | -26.0% | -9.3% | -28.0% |
| YTD | +84.4% | -5.5% | +89.9% | +89.4% |
| 1Y | +82.3% | +6.7% | +75.6% | +79.6% |
| 3Y | +646.2% | +10.2% | +636.1% | +614.3% |
| All | +489.0% | +51.2% | +437.8% | +423.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling