-11.2%
SHOP vs BTG
+25.2%
-36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -11.2% | -3.8% | -7.5% | -10.5% |
| 30D | -14.4% | +3.6% | -18.0% | -15.0% |
| 3M | +16.6% | +32.0% | -15.4% | +9.2% |
| 6M | -0.6% | +3.4% | -3.9% | -3.4% |
| YTD | -20.0% | +20.8% | -40.8% | -25.2% |
| 1Y | -11.2% | +22.4% | -33.6% | -20.5% |
| All | -11.2% | +25.2% | -36.4% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling