+34.8%
SAP vs SHW
+7.1%
+27.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +7.4% |
| 3M | +17.0% | -5.1% | +22.1% | +18.8% |
| 6M | +34.8% | +6.8% | +28.0% | +31.8% |
| All | +34.8% | +7.1% | +27.8% | +31.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling