+280.4%
SHW vs SU
+267.2%
+13.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -3.1% | +2.2% | -5.3% | -3.4% |
| 30D | -10.0% | +8.4% | -18.5% | -10.9% |
| 3M | +2.3% | +12.1% | -9.8% | +0.7% |
| 6M | +0.7% | +19.7% | -19.0% | -2.1% |
| YTD | +0.5% | +58.4% | -57.9% | -5.9% |
| 1Y | -11.5% | +67.2% | -78.7% | -17.7% |
| 3Y | +21.3% | +125.0% | -103.7% | +7.1% |
| 5Y | +12.5% | +355.1% | -342.5% | -13.1% |
| All | +280.4% | +267.2% | +13.2% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling