-11.2%
SHOP vs QLD
+80.9%
-92.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +2.4% |
| 7D | -1.2% | +7.0% | -8.2% | -7.2% |
| 30D | -14.7% | -14.3% | -0.4% | -3.8% |
| 3M | -7.2% | -16.0% | +8.8% | +6.4% |
| 6M | +54.2% | -14.2% | +68.4% | +65.5% |
| YTD | -8.6% | +12.8% | -21.4% | -25.3% |
| 1Y | +0.5% | +14.1% | -13.6% | -18.9% |
| 3Y | +135.9% | +146.0% | -10.0% | -14.0% |
| All | -11.2% | +80.9% | -92.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling