+3,663.5%
SHOP vs QLD
+1,536.4%
+2,127.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | -1.9% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -16.7% | -15.7% | -1.0% | -5.7% |
| 3M | -2.2% | -10.0% | +7.8% | +5.1% |
| 6M | +45.6% | -11.2% | +56.8% | +51.6% |
| YTD | -7.3% | +16.4% | -23.6% | -23.4% |
| 1Y | -6.1% | +12.7% | -18.8% | -20.3% |
| 3Y | +143.3% | +152.3% | -9.0% | +4.8% |
| 5Y | +0.2% | +91.8% | -91.6% | -45.4% |
| 10Y | +3,663.5% | +1,520.2% | +2,143.3% | +235.1% |
| All | +3,663.5% | +1,536.4% | +2,127.1% | +235.1% |
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