-15.7%
SHOP vs VALE
+43.3%
-59.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.2% |
| 7D | -10.6% | -1.8% | -8.8% | -10.2% |
| 30D | -18.3% | +6.7% | -24.9% | -20.1% |
| 3M | +14.8% | +4.9% | +9.9% | +12.5% |
| 6M | -5.0% | +3.6% | -8.6% | -6.9% |
| YTD | -21.2% | +21.9% | -43.1% | -27.7% |
| 1Y | -11.6% | +61.6% | -73.2% | -26.5% |
| 3Y | +101.2% | +52.1% | +49.1% | +67.8% |
| 5Y | -15.7% | +43.2% | -58.9% | -20.7% |
| All | -15.7% | +43.3% | -59.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling