+55.5%
SHOP vs BTSG
+416.6%
-361.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.1% |
| 7D | -10.6% | +2.9% | -13.5% | -11.6% |
| 30D | -18.3% | +0.9% | -19.2% | -18.9% |
| 3M | +14.8% | +1.6% | +13.2% | +12.1% |
| 6M | -5.0% | +46.8% | -51.8% | -19.9% |
| YTD | -21.2% | +65.5% | -86.8% | -36.4% |
| 1Y | -11.6% | +136.2% | -147.9% | -36.8% |
| All | +55.5% | +416.6% | -361.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling