+2,890.0%
SHW vs XRT
+549.2%
+2,340.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.1% | -1.4% | -0.7% | -1.3% |
| 30D | +11.1% | +9.8% | +1.3% | +5.7% |
| 3M | -2.2% | +3.3% | -5.4% | -3.7% |
| 6M | +14.3% | +13.6% | +0.7% | +6.9% |
| YTD | +10.6% | +9.1% | +1.5% | +5.8% |
| 1Y | +4.1% | +15.1% | -11.0% | -3.4% |
| 3Y | +42.9% | +59.9% | -17.1% | +8.8% |
| 5Y | +14.2% | -1.7% | +15.9% | +10.7% |
| 10Y | +346.7% | +141.1% | +205.6% | +129.6% |
| All | +2,890.0% | +549.2% | +2,340.8% | +654.0% |
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