+489.2%
SPCX vs SHW
+4.7%
+484.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | -8.6% | +8.1% | -16.6% | -10.7% |
| 3M | -1.5% | -2.8% | +1.2% | -0.5% |
| 6M | +532.9% | +11.4% | +521.5% | +511.0% |
| YTD | +538.6% | +9.0% | +529.6% | +516.4% |
| 1Y | +442.9% | +4.5% | +438.4% | +422.5% |
| All | +489.2% | +4.7% | +484.5% | +452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling