-13.1%
SHW vs SITM
+142.3%
-155.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -4.5% | +4.8% | -9.3% | -4.5% |
| 30D | -12.7% | -9.7% | -3.0% | -12.6% |
| 3M | +4.7% | -9.3% | +14.0% | +4.8% |
| 6M | -3.4% | +69.5% | -72.9% | -7.4% |
| YTD | -1.3% | +70.5% | -71.9% | -5.4% |
| All | -13.1% | +142.3% | -155.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling