+94.0%
SHW vs SITM
+3,319.5%
-3,225.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.3% |
| 7D | +1.9% | +6.6% | -4.7% | +1.3% |
| 30D | +8.1% | -15.3% | +23.4% | +9.0% |
| 3M | -2.8% | -35.4% | +32.6% | 0.0% |
| 6M | +15.0% | -46.8% | +61.8% | +19.3% |
| YTD | +9.0% | +25.9% | -16.9% | +2.2% |
| 1Y | +4.5% | +54.0% | -49.5% | -4.2% |
| 3Y | +41.9% | +315.6% | -273.7% | +10.2% |
| 5Y | +10.7% | +74.4% | -63.7% | -11.8% |
| All | +94.0% | +3,319.5% | -3,225.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling