+178.4%
SHW vs SE
+589.8%
-411.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -3.2% | -6.1% | +2.9% | -2.5% |
| 30D | -9.5% | -2.5% | -7.1% | -9.4% |
| 3M | +11.5% | +21.7% | -10.3% | +8.7% |
| 6M | -3.5% | +27.0% | -30.5% | -6.7% |
| YTD | +3.7% | -12.1% | +15.9% | +4.2% |
| 1Y | -7.9% | -40.9% | +33.0% | -3.5% |
| 3Y | +24.7% | +191.0% | -166.3% | +6.0% |
| 5Y | +13.6% | -68.3% | +81.9% | +18.0% |
| All | +178.4% | +589.8% | -411.4% | +79.3% |
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