+7.5%
SMR vs SHW
+27.8%
-20.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | +13.1% | -3.2% | +16.3% | +14.5% |
| 30D | +17.8% | -11.4% | +29.2% | +24.1% |
| 3M | +8.1% | +3.5% | +4.6% | +6.2% |
| 6M | -11.1% | -3.4% | -7.7% | -9.9% |
| YTD | -23.7% | -0.3% | -23.4% | -23.8% |
| 1Y | -69.4% | -10.4% | -59.0% | -68.2% |
| 3Y | +82.6% | +21.3% | +61.3% | +70.1% |
| All | +7.5% | +27.8% | -20.3% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling