+19.1%
SHW vs SPMO
+154.5%
-135.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -4.5% | +0.1% | -4.5% | -4.5% |
| 30D | -12.7% | -0.7% | -12.0% | -12.5% |
| 3M | +4.7% | +2.8% | +1.9% | +2.2% |
| 6M | -3.4% | +24.4% | -27.9% | -14.7% |
| YTD | -1.3% | +24.2% | -25.5% | -12.9% |
| 1Y | -10.4% | +24.5% | -34.8% | -21.1% |
| All | +19.1% | +154.5% | -135.3% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling