+3,781.0%
SHOP vs BTI
+131.8%
+3,649.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -1.2% | +1.6% | -2.9% | -1.6% |
| 30D | -14.7% | +9.2% | -24.0% | -16.6% |
| 3M | -7.2% | +9.6% | -16.9% | -9.3% |
| 6M | +54.2% | -2.4% | +56.6% | +54.4% |
| YTD | -8.6% | +14.2% | -22.9% | -12.8% |
| 1Y | +0.5% | +20.3% | -19.8% | -5.4% |
| 3Y | +135.9% | +147.4% | -11.5% | +75.5% |
| 5Y | -11.9% | +155.4% | -167.3% | -35.0% |
| All | +3,781.0% | +131.8% | +3,649.2% | +2,550.8% |
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