+491.9%
SPCX vs SHW
+6.2%
+485.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | +2.8% | -2.1% | +4.9% | +3.4% |
| 30D | -14.5% | +11.1% | -25.6% | -17.2% |
| 3M | +4.8% | -2.2% | +7.0% | +5.8% |
| 6M | +535.8% | +13.0% | +522.8% | +511.6% |
| YTD | +541.5% | +10.6% | +530.9% | +517.0% |
| 1Y | +443.5% | +4.1% | +439.5% | +420.5% |
| All | +491.9% | +6.2% | +485.7% | +452.5% |
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 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