-12.8%
SHOP vs BRO
+17.6%
-30.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | -11.2% | -7.3% | -3.9% | -6.6% |
| 30D | -14.4% | -6.9% | -7.5% | -10.3% |
| 3M | +16.6% | +10.7% | +5.9% | +9.2% |
| 6M | -0.6% | -2.7% | +2.1% | +0.4% |
| YTD | -20.0% | -16.3% | -3.7% | -11.5% |
| 1Y | -11.2% | -29.1% | +17.9% | +9.6% |
| 3Y | +99.5% | -7.8% | +107.3% | +76.1% |
| All | -12.8% | +17.6% | -30.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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