-5.9%
SHOP vs SWKS
-44.4%
+38.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -4.9% |
| 7D | -13.9% | -9.2% | -4.7% | -9.2% |
| 30D | -12.6% | -1.9% | -10.7% | -12.1% |
| 3M | -0.3% | +21.2% | -21.6% | -15.2% |
| 6M | +33.6% | +12.9% | +20.7% | +13.4% |
| YTD | -10.7% | +30.7% | -41.4% | -34.3% |
| 1Y | -11.8% | +14.1% | -25.9% | -28.1% |
| 3Y | +133.9% | -1.7% | +135.6% | +77.7% |
| 5Y | -5.9% | -43.0% | +37.1% | +32.9% |
| All | -5.9% | -44.4% | +38.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling