-13.1%
SHW vs SPYG
+16.9%
-30.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.5% | -1.8% | -2.6% | -3.8% |
| 30D | -12.7% | -1.9% | -10.8% | -12.0% |
| 3M | +4.7% | +5.2% | -0.5% | +2.8% |
| 6M | -3.4% | +15.6% | -19.0% | -9.7% |
| YTD | -1.3% | +12.4% | -13.7% | -7.5% |
| All | -13.1% | +16.9% | -30.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling