+20,418.4%
SHW vs RVTY
+2,416.7%
+18,001.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | -9.5% | +13.2% | -22.7% | -12.1% |
| 3M | +11.5% | +27.2% | -15.8% | +5.2% |
| 6M | -3.5% | +32.4% | -35.9% | -10.1% |
| YTD | +3.7% | +34.9% | -31.1% | -4.0% |
| 1Y | -7.9% | +52.4% | -60.3% | -17.4% |
| 3Y | +24.7% | +12.3% | +12.4% | +17.7% |
| 5Y | +13.6% | -30.8% | +44.4% | +18.1% |
| 10Y | +283.0% | +150.7% | +132.3% | +201.3% |
| All | +20,418.4% | +2,416.7% | +18,001.7% | +8,625.8% |
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 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