+280.4%
SHW vs SPMO
+517.6%
-237.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | -3.1% | -0.9% | -2.2% | -2.5% |
| 30D | -10.0% | -1.9% | -8.1% | -9.0% |
| 3M | +2.3% | -1.4% | +3.6% | +1.5% |
| 6M | +0.7% | +25.5% | -24.8% | -16.0% |
| YTD | +0.5% | +24.8% | -24.3% | -16.0% |
| 1Y | -11.5% | +24.5% | -36.0% | -26.1% |
| 3Y | +21.3% | +157.1% | -135.8% | -42.4% |
| 5Y | +12.5% | +149.5% | -137.0% | -45.7% |
| All | +280.4% | +517.6% | -237.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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