+21,057.3%
SHW vs SO
+6,268.1%
+14,789.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +3.5% | -1.5% | +4.9% | +4.0% |
| 30D | +9.2% | +8.1% | +1.2% | +6.2% |
| 3M | -5.1% | +0.2% | -5.3% | -5.2% |
| 6M | +6.8% | +0.4% | +6.5% | +6.6% |
| YTD | +7.0% | +8.5% | -1.5% | +3.6% |
| 1Y | +4.1% | +4.9% | -0.8% | +2.0% |
| 3Y | +41.1% | +47.9% | -6.8% | +21.0% |
| 5Y | +12.9% | +75.7% | -62.8% | -9.5% |
| 10Y | +366.3% | +178.0% | +188.3% | +214.0% |
| All | +21,057.3% | +6,268.1% | +14,789.2% | +5,203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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