+23.4%
SHW vs SM
-2.8%
+26.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -11.6% | +31.5% | -43.1% | -11.3% |
| 3M | +9.1% | +17.3% | -8.2% | +9.5% |
| 6M | -0.7% | +48.5% | -49.2% | -1.9% |
| YTD | +1.4% | +106.3% | -104.9% | -2.8% |
| 1Y | -12.3% | +47.3% | -59.6% | -13.6% |
| 3Y | +23.4% | -1.4% | +24.8% | +19.8% |
| All | +23.4% | -2.8% | +26.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling