+54.3%
QCOM vs SHOP
+119.0%
-64.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | -5.1% | +8.4% | +4.4% |
| 30D | +7.7% | +0.6% | +7.1% | +7.4% |
| 3M | -30.1% | +25.0% | -55.1% | -33.9% |
| 6M | +22.8% | +11.9% | +10.9% | +17.1% |
| YTD | +0.2% | -9.9% | +10.1% | +0.4% |
| 1Y | +7.9% | 0.0% | +7.9% | +4.7% |
| All | +54.3% | +119.0% | -64.8% | +14.2% |
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