+146.4%
SHOP vs SWKS
-0.7%
+147.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | -5.4% | -6.2% | +0.7% | -3.8% |
| 30D | -10.3% | -1.5% | -8.8% | -10.1% |
| 3M | +1.0% | +23.0% | -22.0% | -7.7% |
| 6M | +41.2% | +27.6% | +13.6% | +24.3% |
| YTD | -7.5% | +32.3% | -39.8% | -21.7% |
| 1Y | -4.6% | +20.1% | -24.7% | -15.5% |
| 3Y | +146.4% | +0.6% | +145.8% | +118.8% |
| All | +146.4% | -0.7% | +147.1% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling