+815.1%
SPYM vs SHW
+3,199.2%
-2,384.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +3.3% | +0.7% | +2.6% | +3.0% |
| 30D | -2.6% | +8.4% | -11.1% | -5.7% |
| 3M | -1.7% | -2.2% | +0.5% | -1.4% |
| 6M | +3.1% | +13.3% | -10.2% | -2.4% |
| YTD | +12.0% | +9.2% | +2.8% | +7.0% |
| 1Y | +12.1% | +2.9% | +9.2% | +9.3% |
| 3Y | +78.5% | +41.1% | +37.4% | +53.4% |
| 5Y | +73.8% | +11.0% | +62.9% | +59.4% |
| 10Y | +312.5% | +341.2% | -28.7% | +132.5% |
| All | +815.1% | +3,199.2% | -2,384.2% | +189.7% |
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 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