+284.1%
SHW vs SAN
+329.5%
-45.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -11.4% | -0.1% | -11.3% | -11.4% |
| 3M | +3.5% | +19.6% | -16.2% | -0.9% |
| 6M | -3.4% | +32.7% | -36.0% | -9.7% |
| YTD | -0.3% | +26.7% | -27.0% | -6.3% |
| 1Y | -10.4% | +51.6% | -62.1% | -19.3% |
| 3Y | +21.3% | +348.7% | -327.4% | -16.4% |
| 5Y | +12.9% | +378.7% | -365.9% | -25.5% |
| 10Y | +284.1% | +336.9% | -52.8% | +139.6% |
| All | +284.1% | +329.5% | -45.4% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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