+19.7%
BROS vs SHAK
-22.4%
+42.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.5% |
| 7D | -5.8% | -8.3% | +2.5% | -1.7% |
| 30D | -14.0% | -12.6% | -1.3% | -8.1% |
| 3M | -32.5% | +9.1% | -41.6% | -35.7% |
| 6M | -14.9% | -31.2% | +16.3% | -0.7% |
| YTD | -28.3% | -21.6% | -6.7% | -21.9% |
| 1Y | -34.0% | -38.8% | +4.8% | -19.0% |
| 3Y | +63.0% | +0.6% | +62.3% | +35.4% |
| All | +19.7% | -22.4% | +42.1% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling