-6.3%
SHOP vs Q
+27.2%
-33.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.2% |
| 7D | +2.1% | +11.5% | -9.4% | +0.7% |
| 30D | -16.8% | -0.2% | -16.7% | -16.9% |
| 3M | -2.4% | -13.6% | +11.2% | -1.2% |
| 6M | +47.0% | -27.0% | +74.1% | +52.1% |
| YTD | -8.8% | +50.5% | -59.4% | -29.1% |
| 1Y | -6.3% | +33.8% | -40.0% | -23.0% |
| All | -6.3% | +27.2% | -33.5% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling