+5,237.8%
SHW vs XLB
+822.6%
+4,415.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.7% |
| 7D | -3.2% | -1.4% | -1.8% | -2.3% |
| 30D | -9.5% | -0.4% | -9.1% | -9.3% |
| 3M | +11.5% | +2.0% | +9.5% | +10.2% |
| 6M | -3.5% | +1.8% | -5.4% | -4.4% |
| YTD | +3.7% | +16.6% | -12.9% | -6.1% |
| 1Y | -7.9% | +16.9% | -24.8% | -16.8% |
| 3Y | +24.7% | +32.6% | -7.8% | +4.0% |
| 5Y | +13.6% | +35.6% | -22.1% | -6.6% |
| 10Y | +283.0% | +160.0% | +122.9% | +107.8% |
| All | +5,237.8% | +822.6% | +4,415.2% | +1,060.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling