+609.8%
QQQ vs SHOP
+8,434.7%
-7,824.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.4% | -5.1% | +5.5% | +1.4% |
| 30D | +0.2% | +0.6% | -0.4% | 0.0% |
| 3M | -2.8% | +25.0% | -27.9% | -8.1% |
| 6M | +18.0% | +11.9% | +6.1% | +13.0% |
| YTD | +17.3% | -9.9% | +27.2% | +16.7% |
| 1Y | +25.6% | 0.0% | +25.6% | +21.6% |
| 3Y | +93.7% | +117.5% | -23.8% | +51.3% |
| 5Y | +94.2% | -6.6% | +100.8% | +62.5% |
| 10Y | +557.9% | +3,320.3% | -2,762.5% | +212.9% |
| All | +609.8% | +8,434.7% | -7,824.9% | +225.2% |
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 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