+36.6%
VALE vs STLD
+292.4%
-255.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.3% |
| 7D | +1.6% | +3.1% | -1.6% | +0.5% |
| 30D | +5.1% | -9.0% | +14.1% | +8.5% |
| 3M | -0.4% | -12.4% | +12.0% | +3.8% |
| 6M | -2.2% | +25.5% | -27.7% | -11.1% |
| YTD | +20.5% | +43.6% | -23.1% | +4.2% |
| 1Y | +61.2% | +87.2% | -26.0% | +26.1% |
| 3Y | +43.1% | +135.2% | -92.1% | -1.6% |
| All | +36.6% | +292.4% | -255.8% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling