+337.7%
SHW vs SPG
+113.9%
+223.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.9% | +2.0% | -0.1% | +1.4% |
| 30D | +8.1% | +17.2% | -9.2% | +3.5% |
| 3M | -2.8% | +6.3% | -9.1% | -4.3% |
| 6M | +15.0% | +18.7% | -3.7% | +10.0% |
| YTD | +9.0% | +30.1% | -21.1% | +1.7% |
| 1Y | +4.5% | +32.8% | -28.3% | -3.1% |
| 3Y | +41.9% | +133.6% | -91.7% | +13.7% |
| 5Y | +10.7% | +84.4% | -73.7% | -7.7% |
| All | +337.7% | +113.9% | +223.7% | +236.2% |
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