+356.5%
SHW vs STRL
+4,310.8%
-3,954.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.0% | -11.0% | +2.2% |
| 7D | +1.6% | -13.3% | +14.9% | +2.5% |
| 30D | +12.1% | -43.3% | +55.4% | +19.0% |
| 3M | -3.0% | -46.9% | +43.9% | +3.4% |
| 6M | +13.5% | -65.6% | +79.1% | +26.1% |
| YTD | +11.2% | -5.1% | +16.3% | +2.8% |
| 1Y | +6.2% | -23.1% | +29.3% | +1.0% |
| 3Y | +45.6% | +346.8% | -301.2% | -4.3% |
| 5Y | +15.6% | +907.2% | -891.6% | -36.7% |
| 10Y | +356.5% | +3,988.2% | -3,631.7% | +88.7% |
| All | +356.5% | +4,310.8% | -3,954.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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