+3,663.5%
SHOP vs SW
+182.3%
+3,481.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.9% |
| 7D | -2.5% | -2.6% | +0.1% | -2.0% |
| 30D | -16.7% | +7.2% | -23.9% | -17.8% |
| 3M | -2.2% | -10.5% | +8.3% | -0.3% |
| 6M | +45.6% | +9.9% | +35.7% | +43.0% |
| YTD | -7.3% | +17.2% | -24.5% | -10.5% |
| 1Y | -6.1% | +26.5% | -32.6% | -10.6% |
| 3Y | +143.3% | +47.7% | +95.7% | +127.4% |
| 5Y | +0.2% | +0.2% | 0.0% | -5.8% |
| 10Y | +3,663.5% | +182.3% | +3,481.2% | +2,764.6% |
| All | +3,663.5% | +182.3% | +3,481.2% | +2,764.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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