+3,608.8%
SHOP vs QLD
+1,375.1%
+2,233.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.0% | +1.6% |
| 7D | -5.4% | -10.3% | +4.8% | +2.4% |
| 30D | -10.3% | -26.1% | +15.7% | +12.9% |
| 3M | +1.0% | -17.8% | +18.7% | +16.8% |
| 6M | +41.2% | -15.6% | +56.8% | +52.9% |
| YTD | -7.5% | +5.4% | -12.9% | -17.0% |
| 1Y | -4.6% | +5.2% | -9.8% | -14.4% |
| 3Y | +146.4% | +139.4% | +7.0% | +10.8% |
| 5Y | -2.5% | +66.7% | -69.3% | -40.6% |
| All | +3,608.8% | +1,375.1% | +2,233.7% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling