+226.8%
SOXX vs SHW
+22.1%
+204.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.0% |
| 7D | +1.4% | -3.1% | +4.5% | +2.8% |
| 30D | -3.6% | -10.0% | +6.5% | +1.0% |
| 3M | -10.2% | +2.3% | -12.4% | -12.3% |
| 6M | +54.2% | +0.7% | +53.6% | +51.5% |
| YTD | +75.2% | +0.5% | +74.7% | +71.2% |
| 1Y | +107.5% | -11.5% | +119.0% | +117.6% |
| 3Y | +226.8% | +21.3% | +205.4% | +187.9% |
| All | +226.8% | +22.1% | +204.7% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling