+340.7%
SHW vs SM
+4.2%
+336.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.8% |
| 7D | +4.2% | -19.5% | +23.7% | +5.1% |
| 30D | +11.3% | -20.2% | +31.5% | +12.2% |
| 3M | -1.8% | -6.5% | +4.7% | -1.8% |
| 6M | +12.7% | +1.6% | +11.2% | +11.8% |
| YTD | +10.4% | +61.2% | -50.8% | +6.3% |
| 1Y | +4.7% | +65.4% | -60.6% | +0.6% |
| 3Y | +42.7% | -13.0% | +55.7% | +40.4% |
| 5Y | +14.5% | -4.3% | +18.8% | +10.4% |
| 10Y | +340.7% | +3.0% | +337.7% | +235.2% |
| All | +340.7% | +4.2% | +336.5% | +235.2% |
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