+13,495.1%
SHW vs STRL
+10,012.8%
+3,482.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.5% |
| 7D | +3.5% | -26.9% | +30.4% | +4.5% |
| 30D | +9.2% | -52.7% | +61.9% | +12.1% |
| 3M | -5.1% | -52.8% | +47.7% | -2.7% |
| 6M | +6.8% | -71.5% | +78.3% | +11.2% |
| YTD | +7.0% | -17.4% | +24.4% | +6.0% |
| 1Y | +4.1% | -35.0% | +39.1% | +4.0% |
| 3Y | +41.1% | +239.2% | -198.1% | +30.6% |
| 5Y | +12.9% | +830.2% | -817.3% | +0.3% |
| 10Y | +366.3% | +3,574.7% | -3,208.4% | +292.1% |
| All | +13,495.1% | +10,012.8% | +3,482.3% | +10,660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling