+23.4%
SHW vs SE
+194.4%
-171.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.5% |
| 6M | -0.7% | +23.2% | -23.9% | -2.8% |
| YTD | +1.4% | -11.2% | +12.5% | +1.2% |
| 1Y | -12.3% | -40.5% | +28.3% | -9.9% |
| 3Y | +23.4% | +196.3% | -172.9% | +17.4% |
| All | +23.4% | +194.4% | -171.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling