-8.9%
SHW vs SE
-40.3%
+31.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | -11.6% | -0.1% | -11.5% | -11.7% |
| 3M | +9.1% | +34.1% | -25.0% | +6.3% |
| 6M | -0.7% | +23.2% | -23.9% | -3.6% |
| YTD | +1.4% | -11.2% | +12.5% | -0.8% |
| All | -8.9% | -40.3% | +31.4% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling