+229.6%
QCOM vs SHOP
+8,659.4%
-8,429.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +4.8% |
| 7D | +0.4% | -5.4% | +5.8% | +1.6% |
| 30D | -6.6% | -10.3% | +3.7% | -4.4% |
| 3M | +3.7% | +1.0% | +2.7% | +3.0% |
| 6M | -13.3% | +41.2% | -54.5% | -20.9% |
| YTD | -1.8% | -7.5% | +5.7% | -3.4% |
| 1Y | -2.5% | -4.6% | +2.1% | -5.0% |
| 3Y | +47.0% | +146.4% | -99.5% | +11.2% |
| 5Y | +13.1% | -2.5% | +15.7% | -7.2% |
| 10Y | +224.7% | +3,703.6% | -3,478.9% | +57.3% |
| All | +229.6% | +8,659.4% | -8,429.8% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling