-4.9%
SHOP vs VALE
+3.0%
-7.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +6.7% |
| 7D | -9.0% | -0.3% | -8.7% | -9.0% |
| 30D | -4.4% | -19.2% | +14.8% | -2.3% |
| 3M | +24.1% | -20.7% | +44.8% | +26.9% |
| 6M | +20.0% | -25.8% | +45.8% | +23.5% |
| YTD | -4.9% | -9.8% | +4.8% | -8.8% |
| 1Y | -4.9% | +3.7% | -8.6% | -21.2% |
| All | -4.9% | +3.0% | -7.9% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling