+21,057.3%
SHW vs STT
+6,268.9%
+14,788.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +3.5% | -2.5% | +5.9% | +4.2% |
| 30D | +9.2% | -5.0% | +14.2% | +10.6% |
| 3M | -5.1% | -10.5% | +5.4% | -2.5% |
| 6M | +6.8% | +10.0% | -3.2% | +4.0% |
| YTD | +7.0% | +30.7% | -23.7% | -0.7% |
| 1Y | +4.1% | +43.8% | -39.7% | -5.7% |
| 3Y | +41.1% | +168.1% | -127.0% | +8.4% |
| 5Y | +12.9% | +101.4% | -88.5% | -8.8% |
| 10Y | +366.3% | +211.3% | +155.0% | +221.6% |
| All | +21,057.3% | +6,268.9% | +14,788.4% | +4,638.7% |
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