+17.7%
SHW vs SM
+103.8%
-86.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -9.5% | +26.3% | -35.8% | -10.1% |
| 3M | +11.5% | +8.7% | +2.8% | +11.2% |
| 6M | -3.5% | +51.7% | -55.2% | -6.0% |
| YTD | +3.7% | +99.0% | -95.3% | -1.0% |
| 1Y | -7.9% | +34.6% | -42.5% | -9.8% |
| 3Y | +24.7% | -7.8% | +32.5% | +22.7% |
| All | +17.7% | +103.8% | -86.1% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling