+828.4%
SPYM vs SHW
+3,033.2%
-2,204.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | -3.2% | +3.3% | +1.3% |
| 30D | +0.1% | -9.5% | +9.6% | +3.6% |
| 3M | +2.0% | +11.5% | -9.4% | -2.4% |
| 6M | +13.1% | -3.5% | +16.6% | +13.6% |
| YTD | +13.6% | +3.7% | +9.9% | +10.9% |
| 1Y | +20.1% | -7.9% | +28.0% | +22.0% |
| 3Y | +77.6% | +24.7% | +52.9% | +59.9% |
| 5Y | +82.5% | +13.6% | +69.0% | +66.4% |
| 10Y | +317.6% | +283.0% | +34.6% | +146.7% |
| All | +828.4% | +3,033.2% | -2,204.8% | +200.4% |
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 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