+10.5%
SHW vs SITM
+176.0%
-165.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -4.5% | +4.8% | -9.3% | -4.9% |
| 30D | -12.7% | -9.7% | -3.0% | -12.1% |
| 3M | +4.7% | -9.3% | +14.0% | +4.4% |
| 6M | -3.4% | +69.5% | -72.9% | -10.4% |
| YTD | -1.3% | +70.5% | -71.9% | -9.0% |
| 1Y | -10.4% | +145.3% | -155.6% | -21.2% |
| 3Y | +20.1% | +432.8% | -412.7% | -8.5% |
| 5Y | +10.5% | +174.0% | -163.5% | -19.1% |
| All | +10.5% | +176.0% | -165.5% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling