-0.5%
SHOP vs BROS
-43.7%
+43.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.8% |
| 7D | +2.8% | -19.0% | +21.9% | +10.2% |
| 30D | -14.2% | -7.3% | -6.9% | -12.7% |
| 3M | -5.5% | -31.2% | +25.7% | +7.0% |
| 6M | +32.8% | -33.0% | +65.8% | +49.2% |
| YTD | -8.9% | -42.4% | +33.4% | +6.7% |
| 1Y | -7.7% | -37.7% | +30.0% | +4.6% |
| 3Y | +139.0% | +28.2% | +110.8% | +79.1% |
| 5Y | -0.5% | -43.4% | +42.8% | -1.7% |
| All | -0.5% | -43.7% | +43.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling