+311.1%
SPOT vs SHW
+195.8%
+115.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +1.6% | +1.9% | -0.3% | +0.8% |
| 30D | +16.9% | +8.1% | +8.9% | +13.4% |
| 3M | +23.0% | -2.8% | +25.7% | +24.1% |
| 6M | +42.2% | +15.0% | +27.1% | +33.3% |
| YTD | +5.5% | +9.0% | -3.5% | +0.2% |
| 1Y | -5.1% | +4.5% | -9.5% | -8.4% |
| 3Y | +257.9% | +41.9% | +216.1% | +194.8% |
| 5Y | +118.4% | +10.7% | +107.6% | +94.0% |
| All | +311.1% | +195.8% | +115.3% | +134.1% |
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