+176.2%
SAP vs SHW
+275.8%
-99.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | -0.3% | -1.2% | +0.9% | +0.2% |
| 30D | +2.6% | -11.6% | +14.2% | +7.6% |
| 3M | +16.3% | +9.1% | +7.1% | +12.2% |
| 6M | +6.4% | -0.7% | +7.0% | +6.0% |
| YTD | -11.4% | +1.4% | -12.8% | -12.9% |
| 1Y | -20.4% | -12.3% | -8.1% | -17.2% |
| 3Y | +56.5% | +23.4% | +33.1% | +40.1% |
| 5Y | +56.8% | +15.0% | +41.8% | +40.8% |
| 10Y | +176.2% | +278.3% | -102.1% | +71.2% |
| All | +176.2% | +275.8% | -99.6% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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