+41.1%
SHW vs STLA
-74.0%
+115.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +3.5% | -4.5% | +8.0% | +4.4% |
| 30D | +9.2% | -3.9% | +13.1% | +9.9% |
| 3M | -5.1% | -20.2% | +15.1% | -1.4% |
| 6M | +6.8% | -42.2% | +49.0% | +17.5% |
| YTD | +7.0% | -59.3% | +66.3% | +24.0% |
| 1Y | +4.1% | -56.1% | +60.2% | +18.6% |
| 3Y | +41.1% | -73.7% | +114.7% | +67.4% |
| All | +41.1% | -74.0% | +115.1% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling