-4.1%
SAP vs SHW
+6.6%
-10.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.6% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +10.5% | +12.1% | -1.5% | +7.0% |
| 3M | +15.2% | -3.0% | +18.1% | +15.5% |
| 6M | +36.7% | +13.5% | +23.2% | +33.3% |
| YTD | -0.6% | +11.2% | -11.8% | -4.7% |
| All | -4.1% | +6.6% | -10.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling