+96.1%
SHOP vs BITO
+149.6%
-53.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -13.2% | -5.8% | -7.4% | -11.5% |
| 30D | -17.0% | +21.1% | -38.2% | -22.1% |
| 3M | +17.0% | +23.5% | -6.5% | +9.1% |
| 6M | -2.1% | +8.3% | -10.4% | -5.3% |
| YTD | -21.4% | -13.9% | -7.5% | -18.8% |
| 1Y | -11.0% | -34.5% | +23.6% | -0.1% |
| All | +96.1% | +149.6% | -53.5% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling