-11.2%
SHOP vs BTDR
-44.0%
+32.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.9% | +1.1% |
| 7D | -1.2% | -6.9% | +5.7% | -0.7% |
| 30D | -14.7% | -31.5% | +16.8% | -12.0% |
| 3M | -7.2% | -36.1% | +28.9% | -4.1% |
| 6M | +54.2% | -57.6% | +111.8% | +63.2% |
| YTD | -8.6% | -50.0% | +41.4% | -6.4% |
| 1Y | +0.5% | -49.6% | +50.1% | +2.5% |
| 3Y | +135.9% | +48.5% | +87.4% | +121.6% |
| All | -11.2% | -44.0% | +32.8% | -24.2% |
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 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