+334.3%
SPGI vs SHW
+371.2%
-36.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.4% |
| 7D | -0.9% | +1.6% | -2.4% | -1.8% |
| 30D | +15.5% | +12.1% | +3.4% | +8.6% |
| 3M | +15.7% | -3.0% | +18.6% | +17.0% |
| 6M | +19.1% | +13.5% | +5.5% | +10.0% |
| YTD | -4.1% | +11.2% | -15.3% | -11.4% |
| 1Y | +1.2% | +6.2% | -5.0% | -4.2% |
| 3Y | +31.6% | +45.6% | -14.0% | +2.3% |
| 5Y | +12.4% | +15.6% | -3.1% | -2.6% |
| 10Y | +334.3% | +356.5% | -22.2% | +94.4% |
| All | +334.3% | +371.2% | -36.9% | +94.4% |
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