+15.3%
SHW vs STLA
-62.4%
+77.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.8% |
| 30D | -9.5% | -1.2% | -8.3% | -9.4% |
| 3M | +11.5% | -24.8% | +36.2% | +18.0% |
| 6M | -3.5% | -25.6% | +22.0% | +2.1% |
| YTD | +3.7% | -48.9% | +52.7% | +17.8% |
| 1Y | -7.9% | -38.8% | +30.9% | -0.6% |
| 3Y | +24.7% | -64.5% | +89.2% | +47.0% |
| All | +15.3% | -62.4% | +77.7% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling