-34.8%
BROS vs SHAK
-34.0%
-0.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -6.7% | -0.7% | -6.0% | -6.3% |
| 30D | -29.1% | -6.6% | -22.4% | -26.3% |
| 3M | -16.7% | +30.1% | -46.8% | -26.7% |
| 6M | -11.6% | -28.7% | +17.1% | +1.7% |
| YTD | -23.9% | -14.5% | -9.4% | -21.2% |
| 1Y | -34.8% | -31.9% | -2.9% | -24.8% |
| All | -34.8% | -34.0% | -0.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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