+2,233.8%
SAP vs SHW
+8,989.9%
-6,756.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.9% | -3.2% | +0.3% | -1.7% |
| 30D | +9.0% | -9.5% | +18.5% | +13.2% |
| 3M | +14.9% | +11.5% | +3.5% | +10.1% |
| 6M | +11.9% | -3.5% | +15.4% | +12.6% |
| YTD | -9.9% | +3.7% | -13.6% | -12.1% |
| 1Y | -19.5% | -7.9% | -11.6% | -18.1% |
| 3Y | +61.8% | +24.7% | +37.1% | +45.3% |
| 5Y | +56.2% | +13.6% | +42.6% | +42.2% |
| 10Y | +180.6% | +283.0% | -102.3% | +56.6% |
| All | +2,233.8% | +8,989.9% | -6,756.1% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling