+2,993.7%
SHOP vs BTI
+73.8%
+2,919.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -14.4% | -1.1% | -13.3% | -14.1% |
| 3M | +16.6% | -8.8% | +25.4% | +18.9% |
| 6M | -0.6% | -4.0% | +3.4% | -0.4% |
| YTD | -20.0% | +0.4% | -20.3% | -21.1% |
| 1Y | -11.2% | +1.9% | -13.1% | -12.9% |
| 3Y | +99.5% | +108.5% | -9.0% | +55.4% |
| 5Y | -13.2% | +118.5% | -131.8% | -33.4% |
| All | +2,993.7% | +73.8% | +2,919.9% | +2,214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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