+8,355.9%
SHOP vs SWKS
-1.7%
+8,357.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -4.9% |
| 7D | -13.9% | -9.2% | -4.7% | -9.3% |
| 30D | -12.6% | -1.9% | -10.7% | -12.1% |
| 3M | -0.3% | +21.2% | -21.6% | -14.4% |
| 6M | +33.6% | +12.9% | +20.7% | +14.8% |
| YTD | -10.7% | +30.7% | -41.4% | -32.1% |
| 1Y | -11.8% | +14.1% | -25.9% | -27.0% |
| 3Y | +133.9% | -1.7% | +135.6% | +93.3% |
| 5Y | -5.9% | -43.0% | +37.1% | +13.1% |
| 10Y | +3,571.8% | +34.3% | +3,537.5% | +2,582.9% |
| All | +8,355.9% | -1.7% | +8,357.6% | +6,993.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling