+1,609.1%
SHW vs STLA
+178.7%
+1,430.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.1% |
| 7D | +4.2% | -4.9% | +9.2% | +5.1% |
| 30D | +11.3% | -4.9% | +16.2% | +12.0% |
| 3M | -1.8% | -23.7% | +21.9% | +2.1% |
| 6M | +12.7% | -45.0% | +57.7% | +23.0% |
| YTD | +10.4% | -60.9% | +71.3% | +26.0% |
| 1Y | +4.7% | -58.9% | +63.6% | +18.4% |
| 3Y | +42.7% | -74.4% | +117.1% | +69.3% |
| 5Y | +14.5% | -71.5% | +86.1% | +31.7% |
| 10Y | +340.7% | +5.3% | +335.5% | +327.6% |
| All | +1,609.1% | +178.7% | +1,430.3% | +1,511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling