+23.2%
SHW vs USAR
+68.6%
-45.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.7% |
| 7D | -3.2% | -4.4% | +1.2% | -3.2% |
| 30D | -11.4% | -10.4% | -1.0% | -11.4% |
| 3M | +3.5% | -18.4% | +21.9% | +3.4% |
| 6M | -3.4% | -8.8% | +5.5% | -3.4% |
| YTD | -0.3% | +43.4% | -43.7% | 0.0% |
| 1Y | -10.4% | +21.0% | -31.4% | -10.1% |
| 3Y | +21.3% | +67.7% | -46.4% | +42.8% |
| All | +23.2% | +68.6% | -45.4% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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