+6,988.3%
SHW vs SPYG
+564.9%
+6,423.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -9.5% | -0.4% | -9.1% | -9.3% |
| 3M | +11.5% | +0.5% | +10.9% | +10.7% |
| 6M | -3.5% | +17.5% | -21.0% | -13.2% |
| YTD | +3.7% | +14.3% | -10.6% | -5.2% |
| 1Y | -7.9% | +21.7% | -29.6% | -19.4% |
| 3Y | +24.7% | +98.6% | -73.9% | -21.4% |
| 5Y | +13.6% | +85.1% | -71.5% | -26.1% |
| 10Y | +283.0% | +412.0% | -129.1% | +33.3% |
| All | +6,988.3% | +564.9% | +6,423.5% | +1,417.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling