-1.6%
SHOP vs BROS
+43.3%
-45.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | -5.1% | -6.7% | +1.6% | -3.0% |
| 30D | +0.6% | -29.1% | +29.7% | +11.1% |
| 3M | +25.0% | -16.7% | +41.7% | +30.4% |
| 6M | +11.9% | -11.6% | +23.5% | +13.5% |
| YTD | -9.9% | -23.9% | +14.0% | -4.3% |
| 1Y | 0.0% | -34.8% | +34.7% | +10.6% |
| 3Y | +117.5% | +62.1% | +55.4% | +65.7% |
| All | -1.6% | +43.3% | -45.0% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling