+41.9%
SHW vs STRL
+341.0%
-299.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | +1.9% | +15.7% | -13.7% | +1.1% |
| 30D | +8.1% | -35.5% | +43.5% | +10.2% |
| 3M | -2.8% | -47.1% | +44.4% | +0.2% |
| 6M | +15.0% | -65.8% | +80.8% | +21.4% |
| YTD | +9.0% | -4.5% | +13.5% | +1.9% |
| 1Y | +4.5% | -10.5% | +15.0% | -1.9% |
| 3Y | +41.9% | +340.6% | -298.8% | -1.2% |
| All | +41.9% | +341.0% | -299.2% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling