+1,475.7%
SMH vs SHW
+339.2%
+1,136.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +1.9% | +3.0% | +3.9% |
| 30D | -13.8% | +8.1% | -21.9% | -17.9% |
| 3M | -17.4% | -2.8% | -14.6% | -16.9% |
| 6M | -15.0% | +15.0% | -30.0% | -23.0% |
| YTD | +35.2% | +9.0% | +26.2% | +25.5% |
| 1Y | +41.6% | +4.5% | +37.1% | +34.5% |
| 3Y | +215.6% | +41.9% | +173.8% | +146.8% |
| 5Y | +233.2% | +10.7% | +222.5% | +194.0% |
| All | +1,475.7% | +339.2% | +1,136.5% | +607.7% |
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