+4.9%
VALE vs STT
+179.6%
-174.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | +5.5% | +1.1% | +4.3% | +4.9% |
| 30D | -15.0% | -1.9% | -13.1% | -14.5% |
| 3M | -20.0% | -7.6% | -12.4% | -17.7% |
| 6M | -28.4% | +16.0% | -44.4% | -32.7% |
| YTD | -8.6% | +36.2% | -44.8% | -19.4% |
| 1Y | +2.0% | +46.8% | -44.8% | -12.6% |
| All | +4.9% | +179.6% | -174.7% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling