+9,509.3%
STX vs VALE
+1,633.8%
+7,875.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.3% | +6.5% | +8.7% |
| 7D | -14.8% | +5.6% | -20.3% | -16.4% |
| 30D | -35.4% | -12.1% | -23.2% | -32.7% |
| 3M | -37.7% | -16.3% | -21.4% | -34.3% |
| 6M | -35.2% | -26.0% | -9.3% | -28.7% |
| YTD | +84.4% | -5.5% | +89.9% | +87.5% |
| 1Y | +82.3% | +6.7% | +75.6% | +77.8% |
| 3Y | +646.2% | +10.2% | +636.1% | +609.8% |
| 5Y | +487.4% | +49.7% | +437.7% | +386.2% |
| 10Y | +2,071.0% | +222.3% | +1,848.8% | +1,131.2% |
| All | +9,509.3% | +1,633.8% | +7,875.5% | +2,397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling