+2,993.7%
SHOP vs QSR
+135.2%
+2,858.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -11.2% | -4.0% | -7.2% | -8.8% |
| 30D | -14.4% | +2.8% | -17.1% | -15.7% |
| 3M | +16.6% | +5.1% | +11.5% | +13.1% |
| 6M | -0.6% | +8.8% | -9.4% | -6.1% |
| YTD | -20.0% | +14.8% | -34.8% | -27.2% |
| 1Y | -11.2% | +25.7% | -36.9% | -24.1% |
| 3Y | +99.5% | +27.5% | +72.0% | +66.7% |
| 5Y | -13.2% | +41.3% | -54.5% | -31.6% |
| All | +2,993.7% | +135.2% | +2,858.5% | +1,619.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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