+12.9%
SHW vs XME
+183.2%
-170.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -11.4% | +1.4% | -12.8% | -11.8% |
| 3M | +3.5% | +2.7% | +0.8% | +2.4% |
| 6M | -3.4% | +6.5% | -9.9% | -6.0% |
| YTD | -0.3% | +15.2% | -15.5% | -5.8% |
| 1Y | -10.4% | +43.5% | -53.9% | -21.4% |
| 3Y | +21.3% | +135.9% | -114.6% | -10.5% |
| 5Y | +12.9% | +181.5% | -168.6% | -20.5% |
| All | +12.9% | +183.2% | -170.4% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling