+673.5%
SNPS vs SHW
+340.1%
+333.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | +5.1% | +0.7% | +4.4% | +4.7% |
| 30D | -6.4% | +8.4% | -14.9% | -10.7% |
| 3M | +12.2% | -2.2% | +14.4% | +12.5% |
| 6M | -9.8% | +13.3% | -23.2% | -17.2% |
| YTD | -1.5% | +9.2% | -10.7% | -8.8% |
| 1Y | +16.0% | +2.9% | +13.1% | +10.9% |
| 3Y | -10.8% | +41.1% | -51.9% | -28.5% |
| 5Y | +33.3% | +11.0% | +22.4% | +19.3% |
| All | +673.5% | +340.1% | +333.4% | +287.7% |
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