+14.5%
SHW vs SGI
+48.6%
-34.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.5% | +1.2% |
| 7D | +4.2% | -3.9% | +8.2% | +5.8% |
| 30D | +11.3% | +0.9% | +10.3% | +10.9% |
| 3M | -1.8% | -2.9% | +1.1% | -1.0% |
| 6M | +12.7% | -9.0% | +21.7% | +16.0% |
| YTD | +10.4% | -29.2% | +39.6% | +22.7% |
| 1Y | +4.7% | -32.3% | +37.0% | +18.0% |
| 3Y | +42.7% | +72.4% | -29.7% | +14.8% |
| 5Y | +14.5% | +50.6% | -36.1% | -9.1% |
| All | +14.5% | +48.6% | -34.1% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling