+1,269.2%
SMH vs SHW
+5,737.1%
-4,467.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.3% |
| 7D | +5.2% | -1.2% | +6.4% | +5.8% |
| 30D | -1.5% | -11.6% | +10.1% | +4.7% |
| 3M | -4.1% | +9.1% | -13.2% | -9.3% |
| 6M | +50.8% | -0.7% | +51.4% | +49.1% |
| YTD | +59.3% | +1.4% | +58.0% | +55.5% |
| 1Y | +94.1% | -12.3% | +106.4% | +103.1% |
| 3Y | +286.7% | +23.4% | +263.4% | +235.8% |
| 5Y | +339.4% | +15.0% | +324.4% | +286.6% |
| 10Y | +1,803.3% | +278.3% | +1,525.0% | +794.0% |
| All | +1,269.2% | +5,737.1% | -4,467.9% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling