+55.2%
SHOP vs BTSG
+382.3%
-327.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +2.1% |
| 7D | -13.2% | -5.8% | -7.4% | -11.6% |
| 30D | -17.0% | 0.0% | -17.0% | -17.5% |
| 3M | +17.0% | -4.5% | +21.5% | +16.5% |
| 6M | -2.1% | +40.0% | -42.1% | -16.3% |
| YTD | -21.4% | +54.6% | -75.9% | -35.0% |
| 1Y | -11.0% | +106.1% | -117.1% | -33.3% |
| All | +55.2% | +382.3% | -327.1% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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