-6.3%
SHOP vs QLD
+10.8%
-17.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.4% |
| 7D | +2.1% | +12.5% | -10.4% | -3.6% |
| 30D | -16.8% | -15.7% | -1.1% | -10.2% |
| 3M | -2.4% | -11.9% | +9.5% | +3.4% |
| 6M | +47.0% | -10.3% | +57.3% | +50.6% |
| YTD | -8.8% | +15.6% | -24.4% | -24.6% |
| 1Y | -6.3% | +12.1% | -18.4% | -20.4% |
| All | -6.3% | +10.8% | -17.0% | -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