+2,275.1%
VALE vs STT
+463.1%
+1,811.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.3% |
| 30D | +5.1% | +3.9% | +1.3% | +3.1% |
| 3M | -0.4% | +20.0% | -20.4% | -9.0% |
| 6M | -2.2% | +55.3% | -57.5% | -21.2% |
| YTD | +20.5% | +53.3% | -32.8% | -2.6% |
| 1Y | +61.2% | +74.7% | -13.5% | +21.9% |
| 3Y | +43.1% | +205.8% | -162.7% | -19.3% |
| 5Y | +34.0% | +145.0% | -111.0% | -20.3% |
| 10Y | +469.7% | +266.0% | +203.7% | +163.8% |
| All | +2,275.1% | +463.1% | +1,811.9% | +599.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling