+30.8%
SHW vs SN
+650.0%
-619.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +8.4% | +16.6% | -8.2% | +5.3% |
| 3M | -2.2% | +18.3% | -20.5% | -5.4% |
| 6M | +13.3% | +103.1% | -89.7% | -0.5% |
| YTD | +9.2% | +96.7% | -87.5% | -4.0% |
| 1Y | +2.9% | +134.3% | -131.4% | -12.1% |
| 3Y | +41.1% | +425.2% | -384.1% | +10.9% |
| All | +30.8% | +650.0% | -619.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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