+21,907.6%
SHW vs SAN
+1,772.7%
+20,134.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.1% | -2.1% | +2.5% |
| 7D | +1.6% | +8.7% | -7.1% | -0.4% |
| 30D | +12.1% | -6.5% | +18.6% | +13.8% |
| 3M | -3.0% | -14.2% | +11.2% | +0.5% |
| 6M | +13.5% | +2.7% | +10.8% | +12.5% |
| YTD | +11.2% | +8.9% | +2.4% | +8.2% |
| 1Y | +6.2% | +23.4% | -17.2% | +0.3% |
| 3Y | +45.6% | +257.9% | -212.3% | +4.9% |
| 5Y | +15.6% | +297.8% | -282.2% | -21.0% |
| 10Y | +356.5% | +259.6% | +96.9% | +200.2% |
| All | +21,907.6% | +1,772.7% | +20,134.9% | +9,179.1% |
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