+27.1%
SHOP vs QS
-46.4%
+73.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -11.2% | -3.6% | -7.6% | -10.6% |
| 30D | -14.4% | -17.2% | +2.9% | -11.4% |
| 3M | +16.6% | -27.0% | +43.6% | +22.3% |
| 6M | -0.6% | -24.6% | +24.0% | +2.6% |
| YTD | -20.0% | -49.3% | +29.3% | -11.5% |
| 1Y | -11.2% | -40.3% | +29.1% | -7.1% |
| 3Y | +99.5% | -23.8% | +123.3% | +75.4% |
| 5Y | -13.2% | -75.0% | +61.7% | -13.3% |
| All | +27.1% | -46.4% | +73.5% | +42.9% |
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