+1,505.1%
SHW vs STLA
+263.8%
+1,241.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.6% |
| 30D | -9.5% | -1.2% | -8.3% | -9.4% |
| 3M | +11.5% | -24.8% | +36.2% | +16.2% |
| 6M | -3.5% | -25.6% | +22.0% | +0.5% |
| YTD | +3.7% | -48.9% | +52.7% | +13.8% |
| 1Y | -7.9% | -38.8% | +30.9% | -2.3% |
| 3Y | +24.7% | -64.5% | +89.2% | +41.0% |
| 5Y | +13.6% | -62.4% | +76.0% | +25.3% |
| 10Y | +283.0% | +55.4% | +227.6% | +253.8% |
| All | +1,505.1% | +263.8% | +1,241.2% | +1,355.1% |
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