-27.6%
SHOP vs Q
+78.4%
-106.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.2% | -5.7% |
| 7D | -10.6% | +6.6% | -17.2% | -11.3% |
| 30D | -18.3% | -6.6% | -11.7% | -17.7% |
| 3M | +14.8% | -13.2% | +28.1% | +14.7% |
| 6M | -5.0% | +9.9% | -15.0% | -15.3% |
| YTD | -21.2% | +53.9% | -75.2% | -37.9% |
| All | -27.6% | +78.4% | -106.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling