-6.3%
SHOP vs SWKS
+33.5%
-39.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -1.7% |
| 7D | +2.1% | +10.9% | -8.8% | +1.9% |
| 30D | -16.8% | +17.6% | -34.4% | -17.0% |
| 3M | -2.4% | +29.2% | -31.6% | -4.2% |
| 6M | +47.0% | +37.0% | +10.1% | +42.5% |
| YTD | -8.8% | +44.9% | -53.8% | -13.0% |
| 1Y | -6.3% | +33.8% | -40.1% | -4.1% |
| All | -6.3% | +33.5% | -39.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling