+657.6%
STM vs SHW
+275.8%
+381.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.9% |
| 7D | +5.2% | -1.2% | +6.4% | +6.0% |
| 30D | -7.4% | -11.6% | +4.2% | -0.2% |
| 3M | -30.6% | +9.1% | -39.7% | -35.1% |
| 6M | +66.4% | -0.7% | +67.0% | +64.6% |
| YTD | +101.1% | +1.4% | +99.8% | +96.3% |
| 1Y | +97.4% | -12.3% | +109.6% | +110.3% |
| 3Y | +21.1% | +23.4% | -2.2% | +2.3% |
| 5Y | +22.5% | +15.0% | +7.5% | +4.7% |
| 10Y | +657.6% | +278.3% | +379.3% | +237.4% |
| All | +657.6% | +275.8% | +381.8% | +237.4% |
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 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