+23.4%
SHW vs XLB
+34.9%
-11.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.4% |
| 7D | -1.2% | -0.2% | -0.9% | -1.0% |
| 30D | -11.6% | -1.7% | -9.9% | -10.1% |
| 3M | +9.1% | +4.4% | +4.8% | +5.1% |
| 6M | -0.7% | +5.0% | -5.7% | -4.8% |
| YTD | +1.4% | +15.5% | -14.1% | -11.0% |
| 1Y | -12.3% | +14.9% | -27.2% | -22.7% |
| 3Y | +23.4% | +34.5% | -11.2% | -4.8% |
| All | +23.4% | +34.9% | -11.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling