+10,607.9%
SHW vs SPG
+5,923.7%
+4,684.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.4% |
| 7D | +1.6% | +5.1% | -3.5% | +0.2% |
| 30D | +12.1% | +16.8% | -4.8% | +7.3% |
| 3M | -3.0% | +5.7% | -8.6% | -4.4% |
| 6M | +13.5% | +17.8% | -4.3% | +8.5% |
| YTD | +11.2% | +30.1% | -18.9% | +3.3% |
| 1Y | +6.2% | +32.8% | -26.6% | -1.9% |
| 3Y | +45.6% | +137.2% | -91.6% | +13.7% |
| 5Y | +15.6% | +81.5% | -65.9% | -3.8% |
| 10Y | +356.5% | +116.5% | +240.0% | +223.1% |
| All | +10,607.9% | +5,923.7% | +4,684.2% | +2,917.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling