-9.3%
SHOP vs BTI
+115.0%
-124.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.5% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | -11.5% | -7.0% | -4.5% | -10.4% |
| 3M | +21.1% | -6.3% | +27.4% | +22.4% |
| 6M | +3.0% | -2.0% | +5.0% | +2.4% |
| YTD | -16.7% | +0.2% | -16.9% | -18.1% |
| 1Y | -8.3% | +3.8% | -12.1% | -10.8% |
| 3Y | +112.8% | +112.1% | +0.8% | +53.4% |
| 5Y | -9.3% | +113.6% | -122.9% | -32.2% |
| All | -9.3% | +115.0% | -124.2% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling