-11.2%
SHOP vs BITO
-34.7%
+23.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | -3.4% | -7.8% | -9.9% |
| 30D | -14.4% | +21.4% | -35.8% | -20.8% |
| 3M | +16.6% | +20.5% | -3.9% | +7.9% |
| 6M | -0.6% | +7.4% | -7.9% | -4.6% |
| YTD | -20.0% | -13.9% | -6.1% | -15.6% |
| 1Y | -11.2% | -35.1% | +23.9% | +13.6% |
| All | -11.2% | -34.7% | +23.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling