+284.1%
SHW vs TECH
+179.6%
+104.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -11.4% | +0.3% | -11.7% | -11.5% |
| 3M | +3.5% | +32.9% | -29.4% | -5.5% |
| 6M | -3.4% | +32.1% | -35.4% | -13.1% |
| YTD | -0.3% | +23.4% | -23.7% | -8.8% |
| 1Y | -10.4% | +34.1% | -44.5% | -20.9% |
| 3Y | +21.3% | +2.2% | +19.1% | +12.5% |
| 5Y | +12.9% | -41.8% | +54.7% | +24.3% |
| 10Y | +284.1% | +188.9% | +95.2% | +110.6% |
| All | +284.1% | +179.6% | +104.5% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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