+187.1%
SHW vs SE
+366.0%
-179.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +3.5% | +2.0% | +1.4% | +3.3% |
| 30D | +9.2% | -20.0% | +29.2% | +12.0% |
| 3M | -5.1% | -31.8% | +26.7% | -1.1% |
| 6M | +6.8% | -15.9% | +22.7% | +8.3% |
| YTD | +7.0% | -40.6% | +47.6% | +12.2% |
| 1Y | +4.1% | -50.7% | +54.8% | +11.3% |
| 3Y | +41.1% | +70.3% | -29.2% | +27.7% |
| 5Y | +12.9% | -78.8% | +91.7% | +22.9% |
| All | +187.1% | +366.0% | -179.0% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling