+137.9%
SHOP vs QLD
+134.4%
+3.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.7% | +6.7% | +3.1% |
| 7D | -13.9% | -18.6% | +4.7% | -0.7% |
| 30D | -12.6% | -28.3% | +15.7% | +10.2% |
| 3M | -0.3% | -20.4% | +20.0% | +16.5% |
| 6M | +33.6% | -14.3% | +47.8% | +40.7% |
| YTD | -10.7% | +2.8% | -13.5% | -19.6% |
| 1Y | -11.8% | -1.2% | -10.5% | -17.9% |
| All | +137.9% | +134.4% | +3.5% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling