+21,907.6%
SHW vs RVTY
+3,007.5%
+18,900.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.2% |
| 7D | +1.6% | +6.0% | -4.4% | +0.1% |
| 30D | +12.1% | +4.3% | +7.8% | +10.7% |
| 3M | -3.0% | +40.2% | -43.2% | -10.8% |
| 6M | +13.5% | +59.3% | -45.8% | +1.1% |
| YTD | +11.2% | +66.5% | -55.3% | -2.5% |
| 1Y | +6.2% | +77.5% | -71.3% | -8.3% |
| 3Y | +45.6% | +92.5% | -46.8% | +21.5% |
| 5Y | +15.6% | -6.8% | +22.4% | +11.8% |
| 10Y | +356.5% | +225.4% | +131.1% | +236.8% |
| All | +21,907.6% | +3,007.5% | +18,900.1% | +8,764.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling