+273.5%
SHW vs ETR
+298.4%
-24.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -4.5% | -1.9% | -2.6% | -3.7% |
| 30D | -12.7% | -0.2% | -12.5% | -12.7% |
| 3M | +4.7% | -3.7% | +8.4% | +6.2% |
| 6M | -3.4% | +2.1% | -5.5% | -4.7% |
| YTD | -1.3% | +16.5% | -17.8% | -8.0% |
| 1Y | -10.4% | +22.5% | -32.9% | -18.4% |
| 3Y | +20.1% | +144.7% | -124.6% | -21.8% |
| 5Y | +10.5% | +125.2% | -114.7% | -26.0% |
| All | +273.5% | +298.4% | -24.8% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling