-12.3%
SHW vs STT
+74.0%
-86.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -1.2% | +2.2% | -3.3% | -1.6% |
| 30D | -11.6% | +3.9% | -15.5% | -12.4% |
| 3M | +9.1% | +19.2% | -10.1% | +4.1% |
| 6M | -0.7% | +60.4% | -61.0% | -12.2% |
| YTD | +1.4% | +51.5% | -50.1% | -10.0% |
| 1Y | -12.3% | +76.3% | -88.6% | -26.9% |
| All | -12.3% | +74.0% | -86.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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