+2,993.7%
SHOP vs BTG
+159.3%
+2,834.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | -11.2% | -3.8% | -7.5% | -10.6% |
| 30D | -14.4% | +3.6% | -18.0% | -14.9% |
| 3M | +16.6% | +32.0% | -15.4% | +10.6% |
| 6M | -0.6% | +3.4% | -3.9% | -2.3% |
| YTD | -20.0% | +20.8% | -40.8% | -23.9% |
| 1Y | -11.2% | +22.4% | -33.6% | -16.1% |
| 3Y | +99.5% | +91.7% | +7.8% | +69.9% |
| 5Y | -13.2% | +79.0% | -92.2% | -26.0% |
| All | +2,993.7% | +159.3% | +2,834.4% | +2,472.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling