+346.7%
SHW vs TECH
+193.9%
+152.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +11.1% | +0.3% | +10.8% | +11.0% |
| 3M | -2.2% | +1.0% | -3.2% | -2.4% |
| 6M | +14.3% | +54.0% | -39.6% | -0.2% |
| YTD | +10.6% | +24.3% | -13.7% | +1.0% |
| 1Y | +4.1% | +23.7% | -19.6% | -4.9% |
| 3Y | +42.9% | +28.5% | +14.4% | +22.4% |
| 5Y | +14.2% | -41.2% | +55.4% | +25.5% |
| 10Y | +346.7% | +189.2% | +157.6% | +160.8% |
| All | +346.7% | +193.9% | +152.8% | +160.8% |
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