+112.8%
SHOP vs VALE
+53.3%
+59.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.9% | -9.5% | -8.2% |
| 7D | -4.1% | +2.9% | -7.0% | -5.2% |
| 30D | -11.5% | +8.8% | -20.3% | -14.3% |
| 3M | +21.1% | +6.8% | +14.3% | +17.6% |
| 6M | +3.0% | +6.9% | -3.9% | -0.6% |
| YTD | -16.7% | +22.8% | -39.5% | -25.9% |
| 1Y | -8.3% | +61.3% | -69.5% | -28.4% |
| 3Y | +112.8% | +53.3% | +59.5% | +59.5% |
| All | +112.8% | +53.3% | +59.5% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling