+7,788.2%
SHOP vs QSR
+163.4%
+7,624.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.4% | -5.2% | -6.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.0% |
| 30D | -11.5% | +5.9% | -17.5% | -14.5% |
| 3M | +21.1% | +10.5% | +10.6% | +14.1% |
| 6M | +3.0% | +7.7% | -4.7% | -2.0% |
| YTD | -16.7% | +16.8% | -33.5% | -24.7% |
| 1Y | -8.3% | +30.9% | -39.2% | -23.0% |
| 3Y | +112.8% | +28.2% | +84.6% | +78.9% |
| 5Y | -9.3% | +45.0% | -54.2% | -28.4% |
| 10Y | +3,003.4% | +127.3% | +2,876.2% | +1,736.2% |
| All | +7,788.2% | +163.4% | +7,624.9% | +3,736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling