-13.4%
SHOP vs BITO
-8.3%
-5.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -11.2% | -3.4% | -7.8% | -9.8% |
| 30D | -14.4% | +21.4% | -35.8% | -21.4% |
| 3M | +16.6% | +20.5% | -3.9% | +7.1% |
| 6M | -0.6% | +7.4% | -7.9% | -4.6% |
| YTD | -20.0% | -13.9% | -6.1% | -16.7% |
| 1Y | -11.2% | -35.1% | +23.9% | +4.3% |
| 3Y | +99.5% | +156.8% | -57.3% | +10.0% |
| All | -13.4% | -8.3% | -5.1% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling