+13,845.6%
SPGI vs SHW
+20,643.9%
-6,798.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +0.1% | -3.2% | +3.4% | +1.3% |
| 30D | +8.4% | -9.5% | +17.9% | +12.4% |
| 3M | +11.8% | +11.5% | +0.4% | +6.9% |
| 6M | +5.7% | -3.5% | +9.3% | +6.1% |
| YTD | -9.7% | +3.7% | -13.4% | -11.9% |
| 1Y | -12.5% | -7.9% | -4.6% | -11.0% |
| 3Y | +21.8% | +24.7% | -2.9% | +10.1% |
| 5Y | +8.2% | +13.6% | -5.4% | -0.3% |
| 10Y | +309.5% | +283.0% | +26.6% | +148.1% |
| All | +13,845.6% | +20,643.9% | -6,798.3% | +3,163.9% |
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 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