+21.7%
STM vs SHW
+27.6%
-6.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.6% |
| 7D | +5.8% | -3.2% | +9.0% | +7.7% |
| 30D | -1.0% | -9.5% | +8.5% | +4.5% |
| 3M | -33.3% | +11.5% | -44.7% | -38.4% |
| 6M | +57.4% | -3.5% | +60.9% | +59.0% |
| YTD | +102.2% | +3.7% | +98.5% | +94.9% |
| 1Y | +99.6% | -7.9% | +107.5% | +106.7% |
| All | +21.7% | +27.6% | -6.0% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling