-14.9%
SHOP vs Q
+66.4%
-81.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.7% | +2.7% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | -10.3% | -9.8% | -0.5% | -9.3% |
| 3M | +1.0% | -12.2% | +13.2% | +2.2% |
| 6M | +41.2% | -21.6% | +62.8% | +41.7% |
| YTD | -7.5% | +43.6% | -51.0% | -26.6% |
| 1Y | -4.6% | +25.7% | -30.3% | -21.5% |
| All | -14.9% | +66.4% | -81.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling