+8,434.7%
SHOP vs VALE
+386.3%
+8,048.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -5.1% | +1.6% | -6.7% | -5.5% |
| 30D | +0.6% | +5.1% | -4.5% | -0.8% |
| 3M | +25.0% | -0.4% | +25.4% | +24.7% |
| 6M | +11.9% | -2.2% | +14.1% | +11.8% |
| YTD | -9.9% | +20.5% | -30.4% | -15.4% |
| 1Y | 0.0% | +61.2% | -61.2% | -13.1% |
| 3Y | +117.5% | +43.1% | +74.4% | +93.2% |
| 5Y | -6.6% | +34.0% | -40.6% | -17.8% |
| 10Y | +3,320.3% | +469.7% | +2,850.6% | +1,982.1% |
| All | +8,434.7% | +386.3% | +8,048.4% | +4,465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling