+180.6%
SHEL vs BROS
+35.1%
+145.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | +4.1% | -5.8% | +9.9% | +4.3% |
| 30D | +8.4% | -14.0% | +22.3% | +8.9% |
| 3M | +13.7% | -32.5% | +46.2% | +15.0% |
| 6M | +12.7% | -14.9% | +27.6% | +12.8% |
| YTD | +35.3% | -28.3% | +63.6% | +36.2% |
| 1Y | +39.4% | -34.0% | +73.3% | +40.6% |
| 3Y | +71.5% | +63.0% | +8.5% | +65.0% |
| All | +180.6% | +35.1% | +145.6% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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