+8,680.0%
SHOP vs BTI
+125.8%
+8,554.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -2.5% | -3.0% | +0.6% | -1.7% |
| 30D | -16.7% | +9.8% | -26.5% | -19.0% |
| 3M | -2.2% | +9.2% | -11.4% | -4.7% |
| 6M | +45.6% | +4.0% | +41.5% | +42.9% |
| YTD | -7.3% | +12.7% | -20.0% | -11.8% |
| 1Y | -6.1% | +15.9% | -22.0% | -11.5% |
| 3Y | +143.3% | +148.9% | -5.6% | +72.7% |
| 5Y | +0.2% | +152.8% | -152.6% | -29.5% |
| 10Y | +3,663.5% | +124.2% | +3,539.3% | +2,395.5% |
| All | +8,680.0% | +125.8% | +8,554.2% | +5,592.2% |
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 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