-14.6%
SHOP vs BTG
+80.2%
-94.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.1% | -5.8% |
| 7D | -10.6% | +2.4% | -13.0% | -11.1% |
| 30D | -18.3% | +9.5% | -27.8% | -19.9% |
| 3M | +14.8% | +38.5% | -23.7% | +6.4% |
| 6M | -5.0% | +5.6% | -10.7% | -7.6% |
| YTD | -21.2% | +23.9% | -45.2% | -26.6% |
| 1Y | -11.6% | +32.1% | -43.7% | -19.4% |
| 3Y | +101.2% | +103.2% | -2.0% | +58.3% |
| All | -14.6% | +80.2% | -94.8% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling