+3,259.3%
SHOP vs SWKS
+23.7%
+3,235.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -2.6% |
| 7D | -5.1% | +12.5% | -17.6% | -11.8% |
| 30D | +0.6% | +10.5% | -9.9% | -5.7% |
| 3M | +25.0% | -7.4% | +32.4% | +28.5% |
| 6M | +11.9% | +32.7% | -20.8% | -12.3% |
| YTD | -9.9% | +19.2% | -29.0% | -25.7% |
| 1Y | 0.0% | +2.4% | -2.4% | -9.5% |
| 3Y | +117.5% | -25.6% | +143.1% | +122.9% |
| 5Y | -6.6% | -53.4% | +46.8% | +32.1% |
| All | +3,259.3% | +23.7% | +3,235.6% | +2,559.3% |
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