-14.0%
SHOP vs BROS
+38.3%
-52.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.4% | -4.8% |
| 7D | -10.6% | -6.6% | -4.0% | -8.6% |
| 30D | -18.3% | -12.3% | -6.0% | -14.9% |
| 3M | +14.8% | -22.2% | +37.0% | +22.5% |
| 6M | -5.0% | -14.3% | +9.3% | -2.6% |
| YTD | -21.2% | -26.6% | +5.3% | -15.3% |
| 1Y | -11.6% | -31.5% | +19.9% | -3.5% |
| 3Y | +101.2% | +62.3% | +39.0% | +53.3% |
| All | -14.0% | +38.3% | -52.4% | -23.8% |
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 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