-7.7%
SHOP vs SWK
+77.0%
-84.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.1% |
| 7D | +2.8% | +11.3% | -8.5% | -0.4% |
| 30D | -14.2% | +31.5% | -45.7% | -20.5% |
| 3M | -5.5% | +14.4% | -20.0% | -9.2% |
| 6M | +32.8% | +46.4% | -13.6% | +20.3% |
| YTD | -8.9% | +61.6% | -70.5% | -20.7% |
| 1Y | -7.7% | +78.7% | -86.5% | -24.4% |
| All | -7.7% | +77.0% | -84.7% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling