-8.9%
SHW vs RVTY
+47.4%
-56.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.6% | +10.8% | -22.4% | -13.9% |
| 3M | +9.1% | +26.8% | -17.7% | +2.8% |
| 6M | -0.7% | +39.3% | -40.0% | -9.0% |
| YTD | +1.4% | +31.6% | -30.3% | -7.1% |
| All | -8.9% | +47.4% | -56.3% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling