+23.4%
SHW vs SGI
+59.4%
-36.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | +9.3% | -10.5% | -4.5% |
| 30D | -11.6% | +6.9% | -18.5% | -13.9% |
| 3M | +9.1% | +2.8% | +6.3% | +7.8% |
| 6M | -0.7% | -12.6% | +11.9% | +3.2% |
| YTD | +1.4% | -21.5% | +22.9% | +8.6% |
| 1Y | -12.3% | -18.8% | +6.5% | -7.4% |
| 3Y | +23.4% | +60.8% | -37.5% | +3.9% |
| All | +23.4% | +59.4% | -36.0% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling