+8,355.9%
SHOP vs QLD
+1,426.9%
+6,929.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.7% | +6.7% | +3.8% |
| 7D | -13.9% | -18.6% | +4.7% | +0.4% |
| 30D | -12.6% | -28.3% | +15.7% | +12.1% |
| 3M | -0.3% | -20.4% | +20.0% | +17.8% |
| 6M | +33.6% | -14.3% | +47.8% | +42.3% |
| YTD | -10.7% | +2.8% | -13.5% | -18.0% |
| 1Y | -11.8% | -1.2% | -10.5% | -16.4% |
| 3Y | +133.9% | +135.3% | -1.5% | +9.4% |
| 5Y | -5.9% | +62.6% | -68.5% | -40.2% |
| 10Y | +3,571.8% | +1,384.3% | +2,187.5% | +384.8% |
| All | +8,355.9% | +1,426.9% | +6,929.0% | +1,025.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling