+1,702.7%
VALE vs STLD
+8,724.4%
-7,021.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.0% |
| 7D | +1.8% | -11.1% | +12.9% | +8.4% |
| 30D | -14.8% | -4.8% | -10.1% | -12.9% |
| 3M | -19.0% | -14.6% | -4.5% | -12.6% |
| 6M | -27.7% | -7.4% | -20.3% | -26.3% |
| YTD | -8.5% | +32.6% | -41.1% | -24.5% |
| 1Y | +2.6% | +47.3% | -44.7% | -20.3% |
| 3Y | +4.0% | +107.5% | -103.5% | -38.2% |
| 5Y | +51.2% | +268.8% | -217.6% | -40.9% |
| 10Y | +263.0% | +883.3% | -620.3% | -30.3% |
| All | +1,702.7% | +8,724.4% | -7,021.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling