-4.9%
SHOP vs QLD
+13.1%
-18.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.5% | +6.4% |
| 7D | -9.0% | -9.4% | +0.4% | -4.6% |
| 30D | -4.4% | -17.1% | +12.6% | +4.5% |
| 3M | +24.1% | -10.4% | +34.5% | +30.8% |
| 6M | +20.0% | +0.7% | +19.2% | +11.8% |
| YTD | -4.9% | +17.7% | -22.7% | -22.2% |
| 1Y | -4.9% | +14.7% | -19.6% | -20.4% |
| All | -4.9% | +13.1% | -18.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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