+252.8%
SPOT vs SHW
+172.7%
+80.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | 0.0% |
| 7D | -3.1% | -3.1% | 0.0% | -1.9% |
| 30D | +7.4% | -10.0% | +17.4% | +11.9% |
| 3M | +8.2% | +2.3% | +5.9% | +6.7% |
| 6M | +2.2% | +0.7% | +1.5% | +1.0% |
| YTD | -9.5% | +0.5% | -10.0% | -11.1% |
| 1Y | -23.8% | -11.5% | -12.4% | -21.4% |
| 3Y | +233.5% | +21.3% | +212.1% | +193.6% |
| 5Y | +112.2% | +12.5% | +99.7% | +86.9% |
| All | +252.8% | +172.7% | +80.1% | +107.7% |
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