-11.0%
SHOP vs BTDR
-18.2%
+7.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.3% | +0.5% |
| 7D | -13.2% | -3.2% | -10.0% | -13.0% |
| 30D | -17.0% | +32.7% | -49.7% | -19.7% |
| 3M | +17.0% | -28.4% | +45.4% | +21.2% |
| 6M | -2.1% | +51.7% | -53.8% | -10.5% |
| YTD | -21.4% | +2.9% | -24.2% | -25.0% |
| 1Y | -11.0% | -15.5% | +4.5% | -18.2% |
| All | -11.0% | -18.2% | +7.2% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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