+37.8%
VALE vs STLD
+274.1%
-236.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.6% |
| 7D | -3.2% | +2.9% | -6.1% | -4.3% |
| 30D | -15.1% | -5.6% | -9.5% | -13.6% |
| 3M | -18.7% | -11.7% | -7.0% | -15.6% |
| 6M | -31.5% | -2.8% | -28.7% | -31.7% |
| YTD | -11.4% | +36.4% | -47.9% | -22.3% |
| 1Y | -1.9% | +50.0% | -51.9% | -16.8% |
| 3Y | +1.7% | +122.3% | -120.6% | -28.9% |
| All | +37.8% | +274.1% | -236.2% | -23.9% |
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