+196.4%
SHW vs SE
+372.6%
-176.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +4.2% | 0.0% | +4.2% | +4.3% |
| 30D | +11.3% | -19.4% | +30.6% | +13.9% |
| 3M | -1.8% | -33.1% | +31.3% | +2.5% |
| 6M | +12.7% | -11.4% | +24.2% | +13.6% |
| YTD | +10.4% | -39.8% | +50.2% | +15.7% |
| 1Y | +4.7% | -50.5% | +55.2% | +11.9% |
| 3Y | +42.7% | +68.9% | -26.2% | +29.3% |
| 5Y | +14.5% | -77.1% | +91.6% | +23.5% |
| All | +196.4% | +372.6% | -176.2% | +99.2% |
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