+3.7%
VALE vs STLD
+59.7%
-56.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +5.3% |
| 7D | -0.3% | -3.9% | +3.6% | +1.1% |
| 30D | -19.2% | -0.4% | -18.8% | -19.3% |
| 3M | -20.7% | -9.2% | -11.5% | -17.9% |
| 6M | -25.8% | +5.0% | -30.8% | -29.0% |
| YTD | -9.8% | +42.8% | -52.6% | -26.6% |
| 1Y | +3.7% | +60.1% | -56.4% | -21.4% |
| All | +3.7% | +59.7% | -56.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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