-15.7%
STM vs SHW
+12.4%
-28.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.1% |
| 7D | -10.7% | +3.5% | -14.2% | -12.5% |
| 30D | -25.7% | +9.2% | -35.0% | -29.6% |
| 3M | -21.6% | -5.1% | -16.5% | -20.0% |
| 6M | -27.8% | +6.8% | -34.6% | -31.7% |
| YTD | +61.8% | +7.0% | +54.8% | +53.0% |
| 1Y | +78.1% | +4.1% | +74.0% | +70.8% |
| 3Y | +4.9% | +41.1% | -36.2% | -15.4% |
| All | -15.7% | +12.4% | -28.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling