+20.2%
SGOV vs SHW
+11.4%
+8.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | 0.0% | -3.1% | +3.2% | 0.0% |
| 30D | +0.3% | -10.0% | +10.3% | +0.3% |
| 3M | +0.9% | +2.3% | -1.3% | +0.9% |
| 6M | +1.8% | +0.7% | +1.2% | +1.8% |
| YTD | +2.5% | +0.5% | +2.1% | +2.5% |
| 1Y | +3.8% | -11.5% | +15.3% | +3.8% |
| 3Y | +14.4% | +21.3% | -7.0% | +14.4% |
| All | +20.2% | +11.4% | +8.7% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling