+167.5%
SHW vs SE
+569.0%
-401.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.2% |
| 7D | -3.2% | -3.6% | +0.4% | -2.8% |
| 30D | -11.4% | -5.3% | -6.1% | -11.0% |
| 3M | +3.5% | +28.1% | -24.6% | +0.4% |
| 6M | -3.4% | +20.7% | -24.0% | -5.9% |
| YTD | -0.3% | -14.8% | +14.4% | +0.5% |
| 1Y | -10.4% | -43.6% | +33.1% | -5.7% |
| 3Y | +21.3% | +184.2% | -162.9% | +3.4% |
| 5Y | +12.9% | -66.3% | +79.2% | +16.3% |
| All | +167.5% | +569.0% | -401.5% | +72.9% |
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