+43.2%
SHOP vs QS
-44.4%
+87.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -5.1% | -2.3% | -2.8% | -4.7% |
| 30D | +0.6% | -0.7% | +1.3% | +0.5% |
| 3M | +25.0% | -39.6% | +64.7% | +35.8% |
| 6M | +11.9% | -21.7% | +33.6% | +14.7% |
| YTD | -9.9% | -47.4% | +37.5% | -1.0% |
| 1Y | 0.0% | -28.4% | +28.3% | +0.5% |
| 3Y | +117.5% | -22.6% | +140.1% | +90.7% |
| 5Y | -6.6% | -75.6% | +68.9% | -7.1% |
| All | +43.2% | -44.4% | +87.6% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling