+10.2%
SHW vs SPXU
-83.3%
+93.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | +0.1% |
| 7D | +1.9% | -7.6% | +9.5% | -0.2% |
| 30D | +8.1% | +5.3% | +2.7% | +10.3% |
| 3M | -2.8% | +9.6% | -12.4% | +0.6% |
| 6M | +15.0% | -4.5% | +19.6% | +15.3% |
| YTD | +9.0% | -25.9% | +34.9% | +2.9% |
| 1Y | +4.5% | -28.9% | +33.3% | -2.3% |
| 3Y | +41.9% | -80.5% | +122.3% | -1.4% |
| All | +10.2% | -83.3% | +93.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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