+149.7%
XBI vs SHW
+288.7%
-139.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.3% |
| 7D | -4.6% | -3.1% | -1.5% | -3.2% |
| 30D | -2.0% | -10.0% | +8.0% | +3.1% |
| 3M | +17.8% | +2.3% | +15.5% | +15.6% |
| 6M | +23.7% | +0.7% | +23.0% | +22.0% |
| YTD | +28.2% | +0.5% | +27.7% | +26.0% |
| 1Y | +64.0% | -11.5% | +75.4% | +71.3% |
| 3Y | +99.4% | +21.3% | +78.1% | +75.4% |
| 5Y | +19.3% | +12.5% | +6.8% | +5.6% |
| All | +149.7% | +288.7% | -139.0% | +15.6% |
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