-11.2%
SHOP vs BTSG
+113.2%
-124.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.2% |
| 7D | -11.2% | -3.3% | -7.9% | -10.3% |
| 30D | -14.4% | -1.6% | -12.8% | -14.3% |
| 3M | +16.6% | -6.9% | +23.5% | +15.9% |
| 6M | -0.6% | +42.1% | -42.7% | -23.0% |
| YTD | -20.0% | +56.8% | -76.8% | -41.3% |
| 1Y | -11.2% | +109.8% | -121.0% | -41.7% |
| All | -11.2% | +113.2% | -124.4% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling