+63.7%
VALE vs STLA
+263.8%
-200.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | +1.6% | +2.6% | -1.0% | +0.8% |
| 30D | +5.1% | -1.2% | +6.4% | +5.2% |
| 3M | -0.4% | -24.8% | +24.4% | +7.4% |
| 6M | -2.2% | -25.6% | +23.4% | +5.4% |
| YTD | +20.5% | -48.9% | +69.5% | +42.4% |
| 1Y | +61.2% | -38.8% | +99.9% | +78.6% |
| 3Y | +43.1% | -64.5% | +107.7% | +79.1% |
| 5Y | +34.0% | -62.4% | +96.4% | +59.8% |
| 10Y | +469.7% | +55.4% | +414.3% | +365.5% |
| All | +63.7% | +263.8% | -200.1% | +37.7% |
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