+15.0%
SHW vs SPG
+106.4%
-91.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -11.6% | -4.9% | -6.7% | -9.3% |
| 3M | +9.1% | +3.3% | +5.8% | +7.5% |
| 6M | -0.7% | +11.2% | -11.9% | -5.6% |
| YTD | +1.4% | +17.1% | -15.7% | -6.2% |
| 1Y | -12.3% | +21.6% | -33.9% | -20.4% |
| 3Y | +23.4% | +111.9% | -88.5% | -16.0% |
| 5Y | +15.0% | +106.9% | -91.9% | -24.5% |
| All | +15.0% | +106.4% | -91.4% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling