+80.4%
SHW vs SITM
+4,507.3%
-4,426.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.1% | -2.1% |
| 7D | -1.2% | +8.4% | -9.5% | -1.9% |
| 30D | -11.6% | -17.4% | +5.8% | -10.2% |
| 3M | +9.1% | -9.8% | +18.9% | +8.9% |
| 6M | -0.7% | +83.0% | -83.6% | -8.7% |
| YTD | +1.4% | +69.6% | -68.2% | -6.6% |
| 1Y | -12.3% | +144.9% | -157.2% | -22.9% |
| 3Y | +23.4% | +429.9% | -406.5% | -5.4% |
| 5Y | +15.0% | +169.2% | -154.2% | -11.7% |
| All | +80.4% | +4,507.3% | -4,426.9% | -2.3% |
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