+42.7%
SHW vs EMR
+106.0%
-63.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | +4.2% | +0.7% | +3.6% | +4.0% |
| 30D | +11.3% | +3.5% | +7.7% | +9.8% |
| 3M | -1.8% | +5.9% | -7.7% | -4.1% |
| 6M | +12.7% | +19.4% | -6.7% | +5.0% |
| YTD | +10.4% | +27.7% | -17.2% | -0.2% |
| 1Y | +4.7% | +30.9% | -26.2% | -6.4% |
| 3Y | +42.7% | +104.2% | -61.5% | +6.6% |
| All | +42.7% | +106.0% | -63.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling