+521.5%
VALE vs STT
+262.1%
+259.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | +1.0% | -2.8% | -2.4% |
| 30D | +6.7% | +2.8% | +3.9% | +5.0% |
| 3M | +4.9% | +18.1% | -13.2% | -3.8% |
| 6M | +3.6% | +59.2% | -55.6% | -18.3% |
| YTD | +21.9% | +51.5% | -29.6% | -1.8% |
| 1Y | +61.6% | +75.7% | -14.1% | +20.4% |
| 3Y | +52.1% | +200.8% | -148.6% | -16.0% |
| 5Y | +43.2% | +155.8% | -112.6% | -19.3% |
| 10Y | +521.5% | +266.4% | +255.2% | +133.6% |
| All | +521.5% | +262.1% | +259.5% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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