+20,418.4%
SHW vs SAN
+2,116.5%
+18,302.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.2% | +1.8% | -5.0% | -3.6% |
| 30D | -9.5% | +2.0% | -11.5% | -10.0% |
| 3M | +11.5% | +19.7% | -8.3% | +6.7% |
| 6M | -3.5% | +30.6% | -34.2% | -9.6% |
| YTD | +3.7% | +28.8% | -25.1% | -2.9% |
| 1Y | -7.9% | +57.8% | -65.7% | -18.0% |
| 3Y | +24.7% | +338.1% | -313.4% | -14.4% |
| 5Y | +13.6% | +384.2% | -370.6% | -26.0% |
| 10Y | +283.0% | +353.1% | -70.2% | +138.3% |
| All | +20,418.4% | +2,116.5% | +18,302.0% | +8,220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling