+20.9%
VALE vs STLA
+152.6%
-131.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | -0.9% |
| 7D | -1.5% | -13.1% | +11.6% | +2.4% |
| 30D | -15.6% | -13.3% | -2.4% | -12.7% |
| 3M | -19.5% | -27.9% | +8.3% | -12.9% |
| 6M | -31.9% | -47.8% | +16.0% | -19.4% |
| YTD | -11.0% | -64.6% | +53.6% | +15.6% |
| 1Y | -2.1% | -64.0% | +61.9% | +26.0% |
| 3Y | +1.4% | -76.8% | +78.2% | +42.1% |
| 5Y | +36.2% | -74.2% | +110.3% | +79.0% |
| 10Y | +206.4% | -5.4% | +211.8% | +182.3% |
| All | +20.9% | +152.6% | -131.7% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling