+2,275.1%
VALE vs STLD
+9,460.0%
-7,184.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.6% |
| 7D | +1.6% | +3.1% | -1.6% | -0.2% |
| 30D | +5.1% | -9.0% | +14.1% | +10.2% |
| 3M | -0.4% | -12.4% | +12.0% | +5.8% |
| 6M | -2.2% | +25.5% | -27.7% | -15.8% |
| YTD | +20.5% | +43.6% | -23.1% | -4.3% |
| 1Y | +61.2% | +87.2% | -26.0% | +9.0% |
| 3Y | +43.1% | +135.2% | -92.1% | -20.6% |
| 5Y | +34.0% | +290.9% | -256.9% | -49.3% |
| 10Y | +469.7% | +1,113.5% | -643.8% | -2.6% |
| All | +2,275.1% | +9,460.0% | -7,184.9% | +59.8% |
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