+112.8%
SHOP vs QS
-19.7%
+132.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.0% | -9.6% | -7.9% |
| 7D | -4.1% | +2.2% | -6.3% | -4.5% |
| 30D | -11.5% | -8.1% | -3.5% | -10.4% |
| 3M | +21.1% | -27.0% | +48.1% | +26.1% |
| 6M | +3.0% | -16.4% | +19.4% | +4.0% |
| YTD | -16.7% | -46.4% | +29.7% | -10.1% |
| 1Y | -8.3% | -41.1% | +32.8% | -4.3% |
| 3Y | +112.8% | -18.6% | +131.5% | +75.1% |
| All | +112.8% | -19.7% | +132.5% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling