+8,552.4%
SHOP vs BTI
+128.9%
+8,423.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -1.2% | +1.6% | -2.9% | -1.7% |
| 30D | -14.7% | +9.2% | -24.0% | -16.9% |
| 3M | -7.2% | +9.6% | -16.9% | -9.7% |
| 6M | +54.2% | -2.4% | +56.6% | +54.5% |
| YTD | -8.6% | +14.2% | -22.9% | -13.5% |
| 1Y | +0.5% | +20.3% | -19.8% | -6.4% |
| 3Y | +135.9% | +147.4% | -11.5% | +68.1% |
| 5Y | -11.9% | +155.4% | -167.3% | -38.1% |
| 10Y | +3,608.8% | +127.3% | +3,481.5% | +2,350.0% |
| All | +8,552.4% | +128.9% | +8,423.5% | +5,488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling