+3,608.8%
SHOP vs SWKS
+33.1%
+3,575.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.9% |
| 7D | -5.4% | -6.2% | +0.7% | -2.1% |
| 30D | -10.3% | -1.5% | -8.8% | -10.1% |
| 3M | +1.0% | +23.0% | -22.0% | -14.4% |
| 6M | +41.2% | +27.6% | +13.6% | +12.3% |
| YTD | -7.5% | +32.3% | -39.8% | -31.1% |
| 1Y | -4.6% | +20.1% | -24.7% | -24.2% |
| 3Y | +146.4% | +0.6% | +145.8% | +97.6% |
| 5Y | -2.5% | -42.3% | +39.8% | +17.4% |
| All | +3,608.8% | +33.1% | +3,575.7% | +2,697.3% |
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