+20.3%
SHW vs SITM
+412.8%
-392.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -3.2% | +3.7% | -6.9% | -3.4% |
| 30D | -11.4% | -14.5% | +3.1% | -10.6% |
| 3M | +3.5% | -10.6% | +14.0% | +3.4% |
| 6M | -3.4% | +65.5% | -68.9% | -9.1% |
| YTD | -0.3% | +67.0% | -67.4% | -6.8% |
| 1Y | -10.4% | +138.6% | -149.0% | -19.5% |
| All | +20.3% | +412.8% | -392.5% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling