+284.1%
SHW vs SPG
+59.6%
+224.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.0% |
| 7D | -3.2% | -1.7% | -1.5% | -2.8% |
| 30D | -11.4% | -6.3% | -5.1% | -9.8% |
| 3M | +3.5% | -2.4% | +5.9% | +4.2% |
| 6M | -3.4% | +9.6% | -13.0% | -5.6% |
| YTD | -0.3% | +14.2% | -14.5% | -3.7% |
| 1Y | -10.4% | +19.3% | -29.7% | -14.5% |
| 3Y | +21.3% | +106.7% | -85.4% | +0.5% |
| 5Y | +12.9% | +104.2% | -91.4% | -7.1% |
| 10Y | +284.1% | +63.7% | +220.4% | +216.3% |
| All | +284.1% | +59.6% | +224.5% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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