+61.6%
VALE vs STLA
-41.2%
+102.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | +6.7% | -5.2% | +11.8% | +7.5% |
| 3M | +4.9% | -24.9% | +29.7% | +10.3% |
| 6M | +3.6% | -25.2% | +28.8% | +8.7% |
| YTD | +21.9% | -51.4% | +73.3% | +33.3% |
| 1Y | +61.6% | -40.7% | +102.3% | +71.3% |
| All | +61.6% | -41.2% | +102.8% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling