+571.9%
QQQ vs SHOP
+8,552.4%
-7,980.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +3.6% | -1.2% | +4.8% | +3.9% |
| 30D | -6.7% | -14.7% | +8.0% | -3.8% |
| 3M | -7.0% | -7.2% | +0.2% | -6.1% |
| 6M | -4.7% | +54.2% | -58.9% | -14.3% |
| YTD | +11.1% | -8.6% | +19.7% | +9.6% |
| 1Y | +12.3% | +0.5% | +11.8% | +8.4% |
| 3Y | +83.3% | +135.9% | -52.6% | +41.1% |
| 5Y | +77.5% | -11.9% | +89.4% | +50.1% |
| 10Y | +528.3% | +3,608.8% | -3,080.5% | +195.2% |
| All | +571.9% | +8,552.4% | -7,980.4% | +205.5% |
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