+15.3%
SHW vs SE
-68.6%
+84.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -3.2% | -6.1% | +2.9% | -2.6% |
| 30D | -9.5% | -2.5% | -7.1% | -9.4% |
| 3M | +11.5% | +21.7% | -10.3% | +9.0% |
| 6M | -3.5% | +27.0% | -30.5% | -6.4% |
| YTD | +3.7% | -12.1% | +15.9% | +4.1% |
| 1Y | -7.9% | -40.9% | +33.0% | -4.0% |
| 3Y | +24.7% | +191.0% | -166.3% | +8.1% |
| All | +15.3% | -68.6% | +84.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling