+10,562.7%
SHW vs SM
+1,608.3%
+8,954.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -9.5% | +26.3% | -35.8% | -11.3% |
| 3M | +11.5% | +8.7% | +2.8% | +10.2% |
| 6M | -3.5% | +51.7% | -55.2% | -7.7% |
| YTD | +3.7% | +99.0% | -95.3% | -3.2% |
| 1Y | -7.9% | +34.6% | -42.5% | -11.5% |
| 3Y | +24.7% | -7.8% | +32.5% | +21.6% |
| 5Y | +13.6% | +104.8% | -91.2% | +0.8% |
| 10Y | +283.0% | +7.2% | +275.7% | +189.9% |
| All | +10,562.7% | +1,608.3% | +8,954.4% | +5,201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling