+3,621.5%
STX vs SHW
+275.0%
+3,346.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.4% |
| 7D | +9.6% | -3.2% | +12.8% | +11.0% |
| 30D | +10.6% | -11.4% | +22.0% | +15.9% |
| 3M | +4.8% | +3.5% | +1.3% | +1.0% |
| 6M | +137.3% | -3.4% | +140.6% | +134.6% |
| YTD | +222.5% | -0.3% | +222.8% | +215.2% |
| 1Y | +366.2% | -10.4% | +376.7% | +375.6% |
| 3Y | +1,352.9% | +21.3% | +1,331.6% | +1,168.7% |
| 5Y | +1,077.4% | +12.9% | +1,064.6% | +934.4% |
| 10Y | +3,621.5% | +284.1% | +3,337.4% | +1,683.3% |
| All | +3,621.5% | +275.0% | +3,346.5% | +1,683.3% |
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 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