-5.9%
SHOP vs QLD
+61.4%
-67.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.7% | +6.7% | +5.1% |
| 7D | -13.9% | -18.6% | +4.7% | +2.4% |
| 30D | -12.6% | -28.3% | +15.7% | +15.7% |
| 3M | -0.3% | -20.4% | +20.0% | +20.2% |
| 6M | +33.6% | -14.3% | +47.8% | +42.1% |
| YTD | -10.7% | +2.8% | -13.5% | -20.6% |
| 1Y | -11.8% | -1.2% | -10.5% | -18.6% |
| 3Y | +133.9% | +135.3% | -1.5% | -12.2% |
| 5Y | -5.9% | +62.6% | -68.5% | -48.0% |
| All | -5.9% | +61.4% | -67.3% | -48.0% |
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