+33.2%
SHW vs SN
+681.9%
-648.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.4% |
| 7D | +1.6% | +7.6% | -6.1% | +0.2% |
| 30D | +12.1% | +24.1% | -12.0% | +7.6% |
| 3M | -3.0% | +23.7% | -26.7% | -7.0% |
| 6M | +13.5% | +105.5% | -92.0% | -0.7% |
| YTD | +11.2% | +105.1% | -93.9% | -3.0% |
| 1Y | +6.2% | +148.3% | -142.1% | -10.2% |
| 3Y | +45.6% | +438.7% | -393.0% | +13.6% |
| All | +33.2% | +681.9% | -648.7% | +3.5% |
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