+3,838.3%
SHOP vs SWKS
+45.5%
+3,792.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.0% | -4.2% | -1.5% |
| 7D | -2.5% | +5.7% | -8.2% | -5.5% |
| 30D | -16.7% | +17.3% | -34.0% | -24.1% |
| 3M | -2.2% | +28.3% | -30.5% | -19.0% |
| 6M | +45.6% | +26.1% | +19.5% | +17.5% |
| YTD | -7.3% | +41.1% | -48.4% | -33.4% |
| 1Y | -6.1% | +31.4% | -37.5% | -29.3% |
| 3Y | +143.3% | +7.3% | +136.0% | +88.2% |
| 5Y | +0.2% | -37.7% | +37.9% | +15.4% |
| All | +3,838.3% | +45.5% | +3,792.8% | +2,701.5% |
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