+73.0%
XLF vs SHW
+19.9%
+53.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -2.9% | -4.5% | +1.6% | -1.5% |
| 30D | -1.6% | -12.7% | +11.1% | +2.7% |
| 3M | +9.3% | +4.7% | +4.6% | +7.1% |
| 6M | +14.6% | -3.4% | +18.0% | +15.1% |
| YTD | +4.7% | -1.3% | +6.1% | +4.0% |
| 1Y | +8.6% | -10.4% | +19.0% | +11.6% |
| All | +73.0% | +19.9% | +53.2% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling