+2,847.3%
SHW vs XME
+170.7%
+2,676.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +8.1% | -6.1% | +14.2% | +9.7% |
| 3M | -2.8% | -18.6% | +15.8% | +2.4% |
| 6M | +15.0% | -23.9% | +38.9% | +22.6% |
| YTD | +9.0% | -9.3% | +18.3% | +10.1% |
| 1Y | +4.5% | +1.8% | +2.7% | +2.0% |
| 3Y | +41.9% | +93.0% | -51.2% | +13.9% |
| 5Y | +10.7% | +107.0% | -96.3% | -14.5% |
| 10Y | +340.4% | +266.9% | +73.4% | +173.3% |
| All | +2,847.3% | +170.7% | +2,676.6% | +1,485.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling