+222.3%
VALE vs STLD
+779.4%
-557.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.3% |
| 7D | +5.6% | -9.7% | +15.2% | +10.5% |
| 30D | -12.1% | -4.5% | -7.6% | -10.5% |
| 3M | -16.3% | -13.1% | -3.2% | -11.4% |
| 6M | -26.0% | -2.8% | -23.2% | -26.4% |
| YTD | -5.5% | +35.3% | -40.9% | -20.4% |
| 1Y | +6.7% | +51.4% | -44.7% | -14.9% |
| 3Y | +10.2% | +117.9% | -107.8% | -31.0% |
| 5Y | +49.7% | +272.6% | -222.9% | -34.9% |
| 10Y | +222.3% | +782.2% | -559.9% | -32.6% |
| All | +222.3% | +779.4% | -557.1% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling