+24.2%
SHW vs SN
+490.7%
-466.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -3.2% | -9.3% | +6.1% | -1.5% |
| 30D | -9.5% | -4.8% | -4.7% | -8.8% |
| 3M | +11.5% | +40.4% | -29.0% | +4.8% |
| 6M | -3.5% | +50.9% | -54.5% | -10.8% |
| YTD | +3.7% | +54.9% | -51.2% | -4.6% |
| 1Y | -7.9% | +43.0% | -50.9% | -14.5% |
| 3Y | +24.7% | +391.8% | -367.1% | +2.1% |
| All | +24.2% | +490.7% | -466.5% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling