+51.9%
QCOM vs SHOP
+143.8%
-91.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.4% |
| 7D | +2.0% | -2.5% | +4.4% | +2.6% |
| 30D | +1.2% | -16.7% | +17.9% | +5.0% |
| 3M | +9.1% | -2.2% | +11.3% | +9.2% |
| 6M | -25.0% | +45.6% | -70.5% | -31.6% |
| YTD | +4.8% | -7.3% | +12.1% | +4.3% |
| 1Y | +3.6% | -6.1% | +9.7% | +2.5% |
| All | +51.9% | +143.8% | -91.9% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling