-14.8%
SHOP vs BITO
-7.1%
-7.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | -10.6% | +1.1% | -11.7% | -11.0% |
| 30D | -18.3% | +21.8% | -40.1% | -25.1% |
| 3M | +14.8% | +25.0% | -10.2% | +3.8% |
| 6M | -5.0% | +11.3% | -16.4% | -10.3% |
| YTD | -21.2% | -12.7% | -8.5% | -18.4% |
| 1Y | -11.6% | -32.3% | +20.7% | +2.0% |
| 3Y | +101.2% | +150.3% | -49.1% | +12.5% |
| All | -14.8% | -7.1% | -7.7% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling