+8,434.7%
SHOP vs QID
-99.3%
+8,534.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.8% |
| 7D | -5.1% | -0.6% | -4.5% | -5.4% |
| 30D | +0.6% | 0.0% | +0.6% | +1.0% |
| 3M | +25.0% | +3.7% | +21.3% | +30.5% |
| 6M | +11.9% | -29.9% | +41.8% | -13.2% |
| YTD | -9.9% | -28.8% | +18.9% | -28.0% |
| 1Y | 0.0% | -37.2% | +37.1% | -25.7% |
| 3Y | +117.5% | -73.7% | +191.2% | +5.3% |
| 5Y | -6.6% | -80.7% | +74.1% | -44.2% |
| 10Y | +3,320.3% | -99.1% | +3,419.4% | +355.0% |
| All | +8,434.7% | -99.3% | +8,534.0% | +988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling