+280.4%
SHW vs SYY
+116.5%
+163.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.5% |
| 7D | -3.1% | +3.9% | -7.1% | -4.4% |
| 30D | -10.0% | -1.7% | -8.3% | -9.5% |
| 3M | +2.3% | +5.2% | -2.9% | +0.5% |
| 6M | +0.7% | -0.2% | +0.9% | +0.1% |
| YTD | +0.5% | +15.4% | -14.9% | -5.1% |
| 1Y | -11.5% | +5.6% | -17.1% | -13.9% |
| 3Y | +21.3% | +28.9% | -7.5% | +9.6% |
| 5Y | +12.5% | +24.1% | -11.5% | +2.3% |
| All | +280.4% | +116.5% | +163.9% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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