-9.3%
SHOP vs QID
-80.7%
+71.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.3% | -7.9% | -7.3% |
| 7D | -4.1% | -2.7% | -1.3% | -6.4% |
| 30D | -11.5% | +1.8% | -13.3% | -9.7% |
| 3M | +21.1% | -2.2% | +23.2% | +19.5% |
| 6M | +3.0% | -32.1% | +35.1% | -26.5% |
| YTD | -16.7% | -28.6% | +11.9% | -36.3% |
| 1Y | -8.3% | -36.3% | +28.0% | -35.1% |
| 3Y | +112.8% | -74.4% | +187.2% | -17.0% |
| 5Y | -9.3% | -80.8% | +71.5% | -52.9% |
| All | -9.3% | -80.7% | +71.4% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling