-7.9%
SHW vs CBOE
+29.2%
-37.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -3.2% | -3.6% | +0.4% | -3.5% |
| 30D | -9.5% | +5.1% | -14.6% | -9.1% |
| 3M | +11.5% | +4.6% | +6.9% | +12.1% |
| 6M | -3.5% | -0.3% | -3.3% | -2.3% |
| YTD | +3.7% | +19.8% | -16.0% | +4.2% |
| 1Y | -7.9% | +28.4% | -36.3% | -8.9% |
| All | -7.9% | +29.2% | -37.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling