+95.7%
QQQ vs SHOP
-13.7%
+109.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | -0.6% | -11.2% | +10.7% | +1.9% |
| 30D | -1.2% | -14.4% | +13.2% | +1.9% |
| 3M | -0.2% | +16.6% | -16.8% | -4.7% |
| 6M | +17.9% | -0.6% | +18.5% | +15.5% |
| YTD | +16.6% | -20.0% | +36.6% | +19.0% |
| 1Y | +23.0% | -11.2% | +34.2% | +21.9% |
| 3Y | +92.9% | +99.5% | -6.5% | +50.3% |
| All | +95.7% | -13.7% | +109.4% | +64.7% |
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 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