-11.2%
SHOP vs VALE
+57.8%
-69.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | -11.2% | -0.3% | -11.0% | -11.2% |
| 30D | -14.4% | +8.6% | -23.0% | -15.8% |
| 3M | +16.6% | +2.0% | +14.6% | +16.2% |
| 6M | -0.6% | +2.1% | -2.7% | -1.9% |
| YTD | -20.0% | +20.2% | -40.2% | -29.5% |
| 1Y | -11.2% | +55.2% | -66.4% | -38.6% |
| All | -11.2% | +57.8% | -69.0% | -38.6% |
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