-15.7%
SHOP vs BTDR
+24.7%
-40.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.2% |
| 7D | -10.6% | +14.8% | -25.4% | -11.9% |
| 30D | -18.3% | +41.8% | -60.1% | -21.3% |
| 3M | +14.8% | -29.2% | +44.0% | +17.2% |
| 6M | -5.0% | +66.2% | -71.2% | -12.2% |
| YTD | -21.2% | +10.0% | -31.2% | -24.7% |
| 1Y | -11.6% | -11.0% | -0.6% | -15.0% |
| 3Y | +101.2% | +6.9% | +94.3% | +76.3% |
| 5Y | -15.7% | +24.7% | -40.4% | -33.5% |
| All | -15.7% | +24.7% | -40.4% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling