+2,432.7%
SAP vs SHW
+9,272.9%
-6,840.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.6% |
| 7D | -0.7% | +3.5% | -4.1% | -2.1% |
| 30D | +11.1% | +9.2% | +1.9% | +7.2% |
| 3M | +17.0% | -5.1% | +22.1% | +19.0% |
| 6M | +34.8% | +6.8% | +28.0% | +30.6% |
| YTD | -2.2% | +7.0% | -9.2% | -5.9% |
| 1Y | -6.4% | +4.1% | -10.6% | -9.1% |
| 3Y | +75.1% | +41.1% | +34.1% | +49.9% |
| 5Y | +69.8% | +12.9% | +57.0% | +54.8% |
| 10Y | +219.8% | +366.3% | -146.5% | +65.9% |
| All | +2,432.7% | +9,272.9% | -6,840.2% | +365.3% |
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