+222.9%
SAP vs SHW
+371.2%
-148.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +0.9% |
| 30D | +10.5% | +12.1% | -1.5% | +5.4% |
| 3M | +15.2% | -3.0% | +18.1% | +16.1% |
| 6M | +36.7% | +13.5% | +23.2% | +29.1% |
| YTD | -0.6% | +11.2% | -11.8% | -6.0% |
| 1Y | -4.1% | +6.2% | -10.4% | -7.7% |
| 3Y | +73.2% | +45.6% | +27.6% | +44.5% |
| 5Y | +74.1% | +15.6% | +58.5% | +55.8% |
| 10Y | +222.9% | +356.5% | -133.5% | +87.8% |
| All | +222.9% | +371.2% | -148.2% | +87.8% |
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