+295.5%
SPGI vs SHW
+275.8%
+19.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.0% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | +5.4% | -11.6% | +17.0% | +12.2% |
| 3M | +9.0% | +9.1% | -0.1% | +3.3% |
| 6M | +0.8% | -0.7% | +1.4% | -0.3% |
| YTD | -12.6% | +1.4% | -13.9% | -14.9% |
| 1Y | -16.1% | -12.3% | -3.9% | -11.9% |
| 3Y | +19.0% | +23.4% | -4.4% | +1.9% |
| 5Y | +5.1% | +15.0% | -10.0% | -8.9% |
| 10Y | +295.5% | +278.3% | +17.2% | +99.2% |
| All | +295.5% | +275.8% | +19.6% | +99.2% |
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