+491.2%
VALE vs STLA
+51.6%
+439.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.2% | -3.8% | +3.6% | +1.2% |
| 30D | +9.7% | -3.1% | +12.9% | +10.5% |
| 3M | +5.3% | -19.6% | +24.9% | +13.1% |
| 6M | +0.5% | -23.5% | +24.0% | +9.4% |
| YTD | +20.6% | -51.5% | +72.1% | +52.0% |
| 1Y | +57.6% | -39.7% | +97.3% | +79.5% |
| 3Y | +50.6% | -66.3% | +116.9% | +103.9% |
| 5Y | +41.8% | -63.1% | +105.0% | +75.9% |
| All | +491.2% | +51.6% | +439.5% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling