+346.7%
SHW vs RVTY
+219.6%
+127.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +11.1% | +1.7% | +9.4% | +9.8% |
| 3M | -2.2% | +36.8% | -39.0% | -13.8% |
| 6M | +14.3% | +60.1% | -45.8% | -5.4% |
| YTD | +10.6% | +64.0% | -53.4% | -10.5% |
| 1Y | +4.1% | +68.2% | -64.1% | -16.7% |
| 3Y | +42.9% | +88.8% | -45.9% | +4.9% |
| 5Y | +14.2% | -10.5% | +24.7% | +11.3% |
| 10Y | +346.7% | +219.7% | +127.0% | +136.8% |
| All | +346.7% | +219.6% | +127.2% | +136.8% |
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