+1,077.4%
STX vs VALE
+43.3%
+1,034.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.8% |
| 7D | +9.6% | -1.8% | +11.4% | +10.3% |
| 30D | +10.6% | +6.7% | +4.0% | +7.8% |
| 3M | +4.8% | +4.9% | -0.1% | +3.1% |
| 6M | +137.3% | +3.6% | +133.7% | +133.5% |
| YTD | +222.5% | +21.9% | +200.6% | +203.3% |
| 1Y | +366.2% | +61.6% | +304.7% | +302.3% |
| 3Y | +1,352.9% | +52.1% | +1,300.8% | +1,150.1% |
| 5Y | +1,077.4% | +43.2% | +1,034.3% | +913.4% |
| All | +1,077.4% | +43.3% | +1,034.2% | +913.4% |
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