-4.9%
SHOP vs QID
-21.1%
+16.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.2% | +6.4% |
| 7D | -9.0% | +9.8% | -18.8% | -4.5% |
| 30D | -4.4% | +18.9% | -23.3% | +4.7% |
| 3M | +24.1% | +9.6% | +14.5% | +31.6% |
| 6M | +20.0% | -7.8% | +27.8% | +13.5% |
| YTD | -4.9% | -23.3% | +18.4% | -19.8% |
| 1Y | -4.9% | -22.0% | +17.1% | -17.3% |
| All | -4.9% | -21.1% | +16.2% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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