+3,259.3%
SHOP vs SWK
+2.4%
+3,256.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -5.1% | -0.4% | -4.7% | -4.9% |
| 30D | +0.6% | -5.7% | +6.3% | +3.6% |
| 3M | +25.0% | +24.1% | +1.0% | +11.4% |
| 6M | +11.9% | +24.7% | -12.8% | -2.1% |
| YTD | -9.9% | +33.9% | -43.8% | -24.6% |
| 1Y | 0.0% | +34.7% | -34.7% | -17.0% |
| 3Y | +117.5% | +15.3% | +102.2% | +89.0% |
| 5Y | -6.6% | -39.3% | +32.6% | +6.7% |
| All | +3,259.3% | +2.4% | +3,256.9% | +2,552.3% |
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