+20,418.4%
SHW vs STT
+7,372.9%
+13,045.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -9.5% | +3.9% | -13.4% | -10.4% |
| 3M | +11.5% | +20.0% | -8.5% | +6.2% |
| 6M | -3.5% | +55.3% | -58.9% | -14.0% |
| YTD | +3.7% | +53.3% | -49.6% | -7.4% |
| 1Y | -7.9% | +74.7% | -82.6% | -20.6% |
| 3Y | +24.7% | +205.8% | -181.1% | -7.4% |
| 5Y | +13.6% | +145.0% | -131.4% | -12.7% |
| 10Y | +283.0% | +266.0% | +16.9% | +153.6% |
| All | +20,418.4% | +7,372.9% | +13,045.5% | +4,315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling