-5.9%
SHOP vs SWK
-25.4%
+19.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -4.5% |
| 7D | -13.9% | +11.3% | -25.1% | -19.3% |
| 30D | -12.6% | +28.1% | -40.7% | -25.0% |
| 3M | -0.3% | +12.6% | -12.9% | -7.7% |
| 6M | +33.6% | +51.7% | -18.2% | +2.0% |
| YTD | -10.7% | +60.0% | -70.7% | -35.9% |
| 1Y | -11.8% | +72.7% | -84.4% | -40.0% |
| 3Y | +133.9% | +46.3% | +87.5% | +64.4% |
| 5Y | -5.9% | -24.6% | +18.7% | +9.4% |
| All | -5.9% | -25.4% | +19.5% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling