+346.7%
SHW vs SAN
+275.0%
+71.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | +3.4% | -5.5% | -2.9% |
| 30D | +11.1% | -6.3% | +17.4% | +12.7% |
| 3M | -2.2% | -14.1% | +12.0% | +1.2% |
| 6M | +14.3% | +4.2% | +10.2% | +12.9% |
| YTD | +10.6% | +9.0% | +1.5% | +7.6% |
| 1Y | +4.1% | +18.8% | -14.7% | -0.8% |
| 3Y | +42.9% | +252.0% | -209.2% | +4.4% |
| 5Y | +14.2% | +299.5% | -285.3% | -20.9% |
| 10Y | +346.7% | +276.7% | +70.1% | +199.7% |
| All | +346.7% | +275.0% | +71.7% | +199.7% |
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