+3,480.3%
SHOP vs SW
+185.4%
+3,294.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.8% |
| 7D | -13.9% | +4.7% | -18.5% | -14.5% |
| 30D | -12.6% | +5.0% | -17.6% | -13.4% |
| 3M | -0.3% | -7.3% | +7.0% | +0.9% |
| 6M | +33.6% | +15.0% | +18.6% | +30.1% |
| YTD | -10.7% | +18.5% | -29.2% | -14.0% |
| 1Y | -11.8% | +27.1% | -38.9% | -16.1% |
| 3Y | +133.9% | +49.3% | +84.5% | +118.2% |
| 5Y | -5.9% | -1.6% | -4.3% | -11.6% |
| All | +3,480.3% | +185.4% | +3,294.9% | +2,607.6% |
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