+17.5%
SPYM vs SHW
-10.7%
+28.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.0% | -4.5% | +2.5% | -1.2% |
| 30D | -1.6% | -12.7% | +11.1% | +0.8% |
| 3M | +4.7% | +4.7% | +0.1% | +3.6% |
| 6M | +12.6% | -3.4% | +16.0% | +12.7% |
| YTD | +11.8% | -1.3% | +13.1% | +11.3% |
| 1Y | +17.5% | -10.4% | +27.9% | +18.3% |
| All | +17.5% | -10.7% | +28.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling