-11.0%
SHOP vs BROS
-33.2%
+22.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.7% |
| 7D | -13.2% | -6.1% | -7.2% | -11.7% |
| 30D | -17.0% | -12.4% | -4.7% | -14.2% |
| 3M | +17.0% | -27.9% | +44.9% | +25.3% |
| 6M | -2.1% | -16.8% | +14.7% | -1.6% |
| YTD | -21.4% | -29.0% | +7.7% | -18.4% |
| 1Y | -11.0% | -33.2% | +22.2% | -11.6% |
| All | -11.0% | -33.2% | +22.2% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling