+3,608.8%
SHOP vs SWK
+29.6%
+3,579.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -5.4% | +11.0% | -16.5% | -10.4% |
| 30D | -10.3% | +30.1% | -40.4% | -21.7% |
| 3M | +1.0% | +14.7% | -13.7% | -6.1% |
| 6M | +41.2% | +44.5% | -3.3% | +16.1% |
| YTD | -7.5% | +59.4% | -66.9% | -29.3% |
| 1Y | -4.6% | +77.5% | -82.1% | -31.3% |
| 3Y | +146.4% | +49.5% | +97.0% | +86.8% |
| 5Y | -2.5% | -24.9% | +22.3% | +0.3% |
| All | +3,608.8% | +29.6% | +3,579.3% | +2,541.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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