+192.6%
SHW vs SE
+363.8%
-171.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +8.1% | -20.9% | +29.0% | +10.9% |
| 3M | -2.8% | -38.9% | +36.1% | +2.7% |
| 6M | +15.0% | -19.4% | +34.5% | +17.3% |
| YTD | +9.0% | -40.9% | +49.9% | +14.4% |
| 1Y | +4.5% | -46.2% | +50.7% | +10.7% |
| 3Y | +41.9% | +63.7% | -21.9% | +29.0% |
| 5Y | +10.7% | -77.9% | +88.7% | +19.9% |
| All | +192.6% | +363.8% | -171.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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