+254.0%
QCOM vs SHOP
+3,239.2%
-2,985.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | -5.1% | +8.4% | +4.5% |
| 30D | +7.7% | +0.6% | +7.1% | +7.4% |
| 3M | -30.1% | +25.0% | -55.1% | -34.4% |
| 6M | +22.8% | +11.9% | +10.9% | +16.2% |
| YTD | +0.2% | -9.9% | +10.1% | -0.8% |
| 1Y | +7.9% | 0.0% | +7.9% | +3.6% |
| 3Y | +55.8% | +117.5% | -61.7% | +15.9% |
| 5Y | +30.1% | -6.6% | +36.7% | +6.2% |
| All | +254.0% | +3,239.2% | -2,985.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling