+1,937.6%
STM vs SHW
+10,968.0%
-9,030.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.0% | +2.7% | +4.7% |
| 7D | -5.6% | +1.6% | -7.2% | -6.6% |
| 30D | -14.4% | +12.1% | -26.5% | -20.0% |
| 3M | -20.5% | -3.0% | -17.5% | -20.0% |
| 6M | -24.5% | +13.5% | -38.0% | -30.8% |
| YTD | +72.7% | +11.2% | +61.4% | +60.0% |
| 1Y | +91.0% | +6.2% | +84.8% | +81.3% |
| 3Y | +13.5% | +45.6% | -32.1% | -9.8% |
| 5Y | -9.2% | +15.6% | -24.8% | -20.5% |
| 10Y | +422.5% | +356.5% | +66.1% | +126.4% |
| All | +1,937.6% | +10,968.0% | -9,030.3% | +120.1% |
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