+684.5%
SNPS vs SHW
+352.3%
+332.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | -0.6% | +4.2% | -4.9% | -2.7% |
| 30D | -9.8% | +11.3% | -21.1% | -15.1% |
| 3M | +11.7% | -1.8% | +13.5% | +11.7% |
| 6M | -10.9% | +12.7% | -23.7% | -17.9% |
| YTD | -2.1% | +10.4% | -12.5% | -9.8% |
| 1Y | +14.8% | +4.7% | +10.0% | +8.7% |
| 3Y | -11.3% | +42.7% | -54.0% | -29.3% |
| 5Y | +36.2% | +14.5% | +21.7% | +19.9% |
| 10Y | +684.5% | +340.7% | +343.8% | +297.5% |
| All | +684.5% | +352.3% | +332.2% | +297.5% |
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