+284.1%
SHW vs SGI
+263.3%
+20.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.1% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -11.4% | +5.5% | -16.9% | -12.8% |
| 3M | +3.5% | -3.6% | +7.1% | +4.4% |
| 6M | -3.4% | -15.0% | +11.7% | +0.5% |
| YTD | -0.3% | -23.0% | +22.7% | +6.0% |
| 1Y | -10.4% | -18.4% | +8.0% | -6.5% |
| 3Y | +21.3% | +57.8% | -36.5% | +5.0% |
| 5Y | +12.9% | +51.5% | -38.6% | -5.0% |
| 10Y | +284.1% | +275.2% | +8.9% | +124.1% |
| All | +284.1% | +263.3% | +20.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling