+1.2%
SHOP vs BROS
+7.7%
-6.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -2.5% | -20.4% | +18.0% | +4.2% |
| 30D | -16.7% | -6.1% | -10.6% | -15.7% |
| 3M | -2.2% | -29.4% | +27.2% | +8.1% |
| 6M | +45.6% | -31.5% | +77.1% | +60.0% |
| YTD | -7.3% | -42.8% | +35.5% | +6.8% |
| 1Y | -6.1% | -37.5% | +31.4% | +4.8% |
| 3Y | +143.3% | +27.2% | +116.2% | +98.0% |
| 5Y | +0.2% | -47.0% | +47.1% | -6.1% |
| All | +1.2% | +7.7% | -6.5% | -3.8% |
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