+284.1%
SHW vs SM
+16.0%
+268.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -11.4% | +20.3% | -31.7% | -12.2% |
| 3M | +3.5% | +22.9% | -19.4% | +2.2% |
| 6M | -3.4% | +47.8% | -51.2% | -5.9% |
| YTD | -0.3% | +107.5% | -107.8% | -5.0% |
| 1Y | -10.4% | +51.7% | -62.2% | -13.2% |
| 3Y | +21.3% | -0.9% | +22.2% | +18.9% |
| 5Y | +12.9% | +112.2% | -99.4% | +4.4% |
| 10Y | +284.1% | +20.3% | +263.8% | +195.4% |
| All | +284.1% | +16.0% | +268.1% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling