+1,972.8%
STX vs SHW
+339.2%
+1,633.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +14.6% | +1.9% | +12.7% | +13.9% |
| 30D | -26.0% | +8.1% | -34.0% | -28.6% |
| 3M | -42.6% | -2.8% | -39.8% | -42.4% |
| 6M | -35.3% | +15.0% | -50.3% | -40.9% |
| YTD | +92.5% | +9.0% | +83.5% | +80.2% |
| 1Y | +102.4% | +4.5% | +97.9% | +93.1% |
| 3Y | +673.8% | +41.9% | +632.0% | +527.3% |
| 5Y | +463.1% | +10.7% | +452.3% | +401.3% |
| All | +1,972.8% | +339.2% | +1,633.6% | +839.7% |
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