+811.4%
SPYM vs SHW
+3,192.7%
-2,381.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | +1.9% | +0.6% | +1.9% |
| 30D | -2.0% | +8.1% | -10.1% | -4.9% |
| 3M | -2.8% | -2.8% | 0.0% | -2.2% |
| 6M | +2.2% | +15.0% | -12.9% | -3.8% |
| YTD | +11.5% | +9.0% | +2.5% | +6.6% |
| 1Y | +13.5% | +4.5% | +9.0% | +10.1% |
| 3Y | +78.0% | +41.9% | +36.2% | +52.7% |
| 5Y | +73.1% | +10.7% | +62.4% | +58.8% |
| 10Y | +310.9% | +340.4% | -29.5% | +131.7% |
| All | +811.4% | +3,192.7% | -2,381.3% | +188.7% |
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