+3,772.8%
SHOP vs SWKS
+49.5%
+3,723.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -3.2% |
| 7D | +2.1% | +10.9% | -8.8% | -3.8% |
| 30D | -16.8% | +17.6% | -34.4% | -24.3% |
| 3M | -2.4% | +29.2% | -31.6% | -19.5% |
| 6M | +47.0% | +37.0% | +10.1% | +12.9% |
| YTD | -8.8% | +44.9% | -53.8% | -35.5% |
| 1Y | -6.3% | +33.8% | -40.1% | -30.2% |
| 3Y | +139.3% | +10.2% | +129.1% | +82.2% |
| 5Y | -12.1% | -37.0% | +24.9% | +0.6% |
| All | +3,772.8% | +49.5% | +3,723.4% | +2,612.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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