+42.7%
SHW vs SFM
+19.7%
+23.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +4.2% | -6.9% | +11.1% | +5.2% |
| 30D | +11.3% | -25.0% | +36.2% | +14.3% |
| 3M | -1.8% | -42.7% | +40.9% | +3.9% |
| 6M | +12.7% | -41.0% | +53.7% | +18.5% |
| YTD | +10.4% | -38.7% | +49.1% | +15.1% |
| 1Y | +4.7% | -38.1% | +42.8% | +8.9% |
| 3Y | +42.7% | +19.3% | +23.3% | +40.7% |
| All | +42.7% | +19.7% | +23.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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