+7,347.1%
SHOP vs BRO
+355.1%
+6,992.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -13.2% | -8.6% | -4.6% | -7.6% |
| 30D | -17.0% | -6.9% | -10.1% | -12.9% |
| 3M | +17.0% | +10.5% | +6.5% | +9.3% |
| 6M | -2.1% | -2.8% | +0.6% | -1.2% |
| YTD | -21.4% | -16.1% | -5.2% | -13.2% |
| 1Y | -11.0% | -27.6% | +16.6% | +7.6% |
| 3Y | +100.9% | -7.3% | +108.2% | +89.7% |
| 5Y | -14.7% | +19.0% | -33.7% | -33.1% |
| 10Y | +2,984.8% | +292.7% | +2,692.1% | +943.7% |
| All | +7,347.1% | +355.1% | +6,992.0% | +2,688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling