+4.5%
SHW vs SM
+84.2%
-79.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.9% | +9.4% | -7.5% | +4.2% |
| 30D | +8.1% | -14.4% | +22.4% | +4.8% |
| 3M | -2.8% | +1.6% | -4.3% | -1.4% |
| 6M | +15.0% | +6.3% | +8.7% | +19.4% |
| YTD | +9.0% | +78.8% | -69.8% | +11.3% |
| 1Y | +4.5% | +83.1% | -78.7% | +6.6% |
| All | +4.5% | +84.2% | -79.8% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling