+44.9%
VALE vs STLA
-62.5%
+107.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.7% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | +8.8% | -2.4% | +11.2% | +9.1% |
| 3M | +6.8% | -23.9% | +30.6% | +13.8% |
| 6M | +6.9% | -24.6% | +31.5% | +13.9% |
| YTD | +22.8% | -50.5% | +73.3% | +43.3% |
| 1Y | +61.3% | -39.8% | +101.1% | +76.6% |
| 3Y | +53.3% | -65.6% | +118.9% | +87.4% |
| 5Y | +44.9% | -62.1% | +106.9% | +62.0% |
| All | +44.9% | -62.5% | +107.4% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling