+19.7%
QCOM vs SHOP
-0.5%
+20.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.3% |
| 7D | +2.0% | -2.5% | +4.4% | +2.6% |
| 30D | +1.2% | -16.7% | +17.9% | +5.6% |
| 3M | +9.1% | -2.2% | +11.3% | +9.1% |
| 6M | -25.0% | +45.6% | -70.5% | -32.6% |
| YTD | +4.8% | -7.3% | +12.1% | +3.1% |
| 1Y | +3.6% | -6.1% | +9.7% | +1.3% |
| 3Y | +51.5% | +143.3% | -91.9% | +9.6% |
| 5Y | +19.7% | +0.2% | +19.6% | -6.2% |
| All | +19.7% | -0.5% | +20.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling