+8,524.1%
SHOP vs VALE
+268.8%
+8,255.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.7% |
| 7D | +2.8% | +5.5% | -2.6% | +1.5% |
| 30D | -14.2% | -15.0% | +0.8% | -10.5% |
| 3M | -5.5% | -20.0% | +14.5% | -0.1% |
| 6M | +32.8% | -28.4% | +61.2% | +43.9% |
| YTD | -8.9% | -8.6% | -0.3% | -8.2% |
| 1Y | -7.7% | +2.0% | -9.7% | -9.7% |
| 3Y | +139.0% | +4.1% | +134.9% | +130.1% |
| 5Y | -0.5% | +46.4% | -47.0% | -13.8% |
| 10Y | +3,557.0% | +202.4% | +3,354.6% | +2,457.8% |
| All | +8,524.1% | +268.8% | +8,255.3% | +4,850.6% |
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 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