+3,557.0%
SHOP vs QLD
+1,387.1%
+2,169.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.6% |
| 7D | +2.8% | -3.8% | +6.6% | +5.3% |
| 30D | -14.2% | -20.5% | +6.4% | +1.8% |
| 3M | -5.5% | -14.6% | +9.1% | +5.9% |
| 6M | +32.8% | -14.7% | +47.4% | +42.7% |
| YTD | -8.9% | +11.2% | -20.1% | -21.9% |
| 1Y | -7.7% | +7.1% | -14.8% | -18.4% |
| 3Y | +139.0% | +141.1% | -2.1% | +6.8% |
| 5Y | -0.5% | +84.3% | -84.8% | -43.9% |
| 10Y | +3,557.0% | +1,450.1% | +2,107.0% | +236.5% |
| All | +3,557.0% | +1,387.1% | +2,169.9% | +236.5% |
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