+284.1%
SHW vs STLA
+46.8%
+237.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -11.4% | -5.2% | -6.2% | -10.4% |
| 3M | +3.5% | -24.9% | +28.3% | +9.9% |
| 6M | -3.4% | -25.2% | +21.8% | +2.4% |
| YTD | -0.3% | -51.4% | +51.1% | +15.1% |
| 1Y | -10.4% | -40.7% | +30.3% | -2.1% |
| 3Y | +21.3% | -66.3% | +87.6% | +46.3% |
| 5Y | +12.9% | -63.2% | +76.1% | +29.9% |
| 10Y | +284.1% | +48.7% | +235.4% | +231.1% |
| All | +284.1% | +46.8% | +237.3% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling