-12.3%
SHW vs STRL
+73.8%
-86.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.4% |
| 7D | -1.2% | +10.1% | -11.3% | -1.4% |
| 30D | -11.6% | -8.2% | -3.4% | -11.5% |
| 3M | +9.1% | -43.7% | +52.8% | +11.0% |
| 6M | -0.7% | +27.1% | -27.8% | -5.3% |
| YTD | +1.4% | +64.0% | -62.6% | -3.9% |
| 1Y | -12.3% | +75.2% | -87.4% | -19.0% |
| All | -12.3% | +73.8% | -86.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling