+10.5%
SHW vs SPYG
+82.6%
-72.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -4.5% | -1.8% | -2.6% | -3.5% |
| 30D | -12.7% | -1.9% | -10.8% | -11.7% |
| 3M | +4.7% | +5.2% | -0.5% | +1.6% |
| 6M | -3.4% | +15.6% | -19.0% | -11.5% |
| YTD | -1.3% | +12.4% | -13.7% | -8.3% |
| 1Y | -10.4% | +17.5% | -27.8% | -19.0% |
| 3Y | +20.1% | +98.1% | -78.0% | -23.6% |
| 5Y | +10.5% | +84.9% | -74.4% | -29.8% |
| All | +10.5% | +82.6% | -72.1% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling