+290.6%
SHW vs RVTY
+140.7%
+150.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.6% | +10.8% | -22.4% | -15.1% |
| 3M | +9.1% | +26.8% | -17.7% | -0.5% |
| 6M | -0.7% | +39.3% | -40.0% | -13.2% |
| YTD | +1.4% | +31.6% | -30.3% | -10.2% |
| 1Y | -12.3% | +47.7% | -60.0% | -26.2% |
| 3Y | +23.4% | +19.9% | +3.4% | +8.3% |
| 5Y | +15.0% | -32.3% | +47.4% | +26.0% |
| All | +290.6% | +140.7% | +150.0% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling