+75.1%
SAP vs SHW
+41.1%
+34.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.6% |
| 7D | -0.7% | +3.5% | -4.1% | -2.0% |
| 30D | +11.1% | +9.2% | +1.9% | +7.5% |
| 3M | +17.0% | -5.1% | +22.1% | +18.9% |
| 6M | +34.8% | +6.8% | +28.0% | +31.4% |
| YTD | -2.2% | +7.0% | -9.2% | -5.7% |
| 1Y | -6.4% | +4.1% | -10.6% | -8.8% |
| 3Y | +75.1% | +41.1% | +34.1% | +55.5% |
| All | +75.1% | +41.1% | +34.0% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling