+8,434.7%
SHOP vs SW
+113.7%
+8,321.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -5.1% | -5.1% | 0.0% | -4.3% |
| 30D | +0.6% | -4.6% | +5.2% | +1.4% |
| 3M | +25.0% | +9.4% | +15.6% | +23.1% |
| 6M | +11.9% | +3.5% | +8.4% | +10.7% |
| YTD | -9.9% | +22.0% | -31.9% | -13.4% |
| 1Y | 0.0% | +2.2% | -2.3% | -1.5% |
| 3Y | +117.5% | +19.6% | +97.9% | +108.2% |
| 5Y | -6.6% | -2.3% | -4.3% | -12.2% |
| 10Y | +3,320.3% | +181.4% | +3,139.0% | +2,837.8% |
| All | +8,434.7% | +113.7% | +8,321.0% | +7,589.0% |
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