+44.9%
SHOP vs QS
-60.6%
+105.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.2% | -0.2% |
| 7D | +2.1% | -5.6% | +7.7% | +3.1% |
| 30D | -16.8% | -5.8% | -11.0% | -16.1% |
| 3M | -2.4% | -39.2% | +36.8% | +6.5% |
| 6M | +47.0% | -53.9% | +100.9% | +66.6% |
| YTD | -8.8% | -62.8% | +53.9% | +6.4% |
| 1Y | -6.3% | -73.5% | +67.2% | +16.3% |
| 3Y | +139.3% | -29.1% | +168.4% | +111.1% |
| 5Y | -12.1% | -90.0% | +77.9% | -4.5% |
| All | +44.9% | -60.6% | +105.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling