+8,901.8%
SHOP vs SW
+110.7%
+8,791.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.3% | +6.6% |
| 7D | -9.0% | +12.1% | -21.1% | -10.8% |
| 30D | -4.4% | +6.6% | -11.0% | -5.5% |
| 3M | +24.1% | -6.0% | +30.1% | +25.3% |
| 6M | +20.0% | +21.5% | -1.5% | +15.8% |
| YTD | -4.9% | +20.3% | -25.3% | -8.5% |
| 1Y | -4.9% | +28.1% | -33.1% | -9.5% |
| 3Y | +149.0% | +51.6% | +97.4% | +132.4% |
| 5Y | -0.7% | -0.1% | -0.5% | -6.5% |
| 10Y | +3,808.8% | +189.7% | +3,619.1% | +3,272.3% |
| All | +8,901.8% | +110.7% | +8,791.0% | +8,025.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling