+2,704.6%
SHW vs XRT
+514.3%
+2,190.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -3.2% | +0.8% | -4.0% | -3.7% |
| 30D | -9.5% | -4.2% | -5.3% | -7.3% |
| 3M | +11.5% | +5.1% | +6.4% | +8.6% |
| 6M | -3.5% | +2.4% | -6.0% | -4.6% |
| YTD | +3.7% | +3.2% | +0.5% | +2.1% |
| 1Y | -7.9% | +1.5% | -9.4% | -8.7% |
| 3Y | +24.7% | +40.6% | -15.9% | +1.8% |
| 5Y | +13.6% | -1.0% | +14.6% | +9.0% |
| 10Y | +283.0% | +128.4% | +154.5% | +102.5% |
| All | +2,704.6% | +514.3% | +2,190.3% | +628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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