-2.2%
SHOP vs SWK
-23.3%
+21.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.4% |
| 7D | -2.7% | +10.7% | -13.3% | -8.5% |
| 30D | -11.0% | +33.3% | -44.3% | -25.5% |
| 3M | +0.3% | +14.7% | -14.3% | -8.1% |
| 6M | +37.7% | +48.5% | -10.8% | +6.9% |
| YTD | -5.5% | +63.9% | -69.4% | -33.2% |
| 1Y | -0.2% | +80.4% | -80.6% | -34.1% |
| 3Y | +151.9% | +58.1% | +93.8% | +67.2% |
| 5Y | -2.2% | -24.5% | +22.3% | +13.9% |
| All | -2.2% | -23.3% | +21.1% | +13.9% |
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