+1,770.3%
SMCI vs SHW
+288.7%
+1,481.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.4% | +6.2% |
| 7D | +1.3% | -3.1% | +4.4% | +3.2% |
| 30D | +6.6% | -10.0% | +16.7% | +13.2% |
| 3M | +25.4% | +2.3% | +23.2% | +22.2% |
| 6M | +26.1% | +0.7% | +25.5% | +25.1% |
| YTD | +37.0% | +0.5% | +36.5% | +35.8% |
| 1Y | -8.8% | -11.5% | +2.7% | -3.2% |
| 3Y | +44.6% | +21.3% | +23.3% | +25.8% |
| 5Y | +995.9% | +12.5% | +983.4% | +875.6% |
| All | +1,770.3% | +288.7% | +1,481.6% | +928.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling