+15.0%
SHW vs SAN
+381.9%
-366.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.2% | +3.3% | -4.5% | -1.9% |
| 30D | -11.6% | +1.1% | -12.7% | -11.8% |
| 3M | +9.1% | +22.2% | -13.1% | +4.4% |
| 6M | -0.7% | +36.0% | -36.7% | -7.1% |
| YTD | +1.4% | +28.2% | -26.9% | -4.6% |
| 1Y | -12.3% | +54.1% | -66.4% | -20.5% |
| 3Y | +23.4% | +354.2% | -330.9% | -10.6% |
| 5Y | +15.0% | +387.3% | -372.3% | -21.0% |
| All | +15.0% | +381.9% | -366.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling