+278.3%
SHW vs STRL
+7,463.3%
-7,185.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.7% |
| 7D | -1.2% | +10.1% | -11.3% | -2.4% |
| 30D | -11.6% | -8.2% | -3.4% | -10.8% |
| 3M | +9.1% | -43.7% | +52.8% | +16.1% |
| 6M | -0.7% | +27.1% | -27.8% | -9.0% |
| YTD | +1.4% | +64.0% | -62.6% | -11.3% |
| 1Y | -12.3% | +75.2% | -87.4% | -25.2% |
| 3Y | +23.4% | +539.9% | -516.5% | -20.8% |
| 5Y | +15.0% | +2,133.0% | -2,118.0% | -42.8% |
| 10Y | +278.3% | +7,178.3% | -6,900.0% | +41.0% |
| All | +278.3% | +7,463.3% | -7,185.0% | +41.0% |
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