+99.5%
SHOP vs QSR
+25.8%
+73.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -11.2% | -4.0% | -7.2% | -9.1% |
| 30D | -14.4% | +2.8% | -17.1% | -15.5% |
| 3M | +16.6% | +5.1% | +11.5% | +13.6% |
| 6M | -0.6% | +8.8% | -9.4% | -5.5% |
| YTD | -20.0% | +14.8% | -34.8% | -26.5% |
| 1Y | -11.2% | +25.7% | -36.9% | -23.2% |
| 3Y | +99.5% | +27.5% | +72.0% | +57.1% |
| All | +99.5% | +25.8% | +73.7% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling