+8,434.7%
SHOP vs BTI
+101.5%
+8,333.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | +0.6% | -6.6% | +7.2% | +2.4% |
| 3M | +25.0% | -3.0% | +28.0% | +25.7% |
| 6M | +11.9% | -6.7% | +18.6% | +13.0% |
| YTD | -9.9% | +0.6% | -10.4% | -11.4% |
| 1Y | 0.0% | +5.6% | -5.6% | -3.5% |
| 3Y | +117.5% | +110.3% | +7.2% | +62.8% |
| 5Y | -6.6% | +114.3% | -120.9% | -31.0% |
| 10Y | +3,320.3% | +67.7% | +3,252.7% | +2,544.6% |
| All | +8,434.7% | +101.5% | +8,333.2% | +5,618.9% |
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