+97.4%
STM vs SHW
-11.6%
+109.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.7% |
| 30D | -7.4% | -11.6% | +4.2% | -2.6% |
| 3M | -30.6% | +9.1% | -39.7% | -34.6% |
| 6M | +66.4% | -0.7% | +67.0% | +65.1% |
| YTD | +101.1% | +1.4% | +99.8% | +98.4% |
| 1Y | +97.4% | -12.3% | +109.6% | +106.6% |
| All | +97.4% | -11.6% | +109.0% | +106.6% |
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