+422.3%
XLF vs SHW
+5,202.9%
-4,780.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | 0.0% | -3.2% | +3.2% | +1.6% |
| 30D | +0.2% | -9.5% | +9.7% | +5.0% |
| 3M | +11.7% | +11.5% | +0.3% | +5.2% |
| 6M | +13.8% | -3.5% | +17.3% | +14.4% |
| YTD | +7.0% | +3.7% | +3.3% | +3.5% |
| 1Y | +9.1% | -7.9% | +17.0% | +11.4% |
| 3Y | +75.6% | +24.7% | +50.9% | +51.6% |
| 5Y | +66.4% | +13.6% | +52.8% | +45.5% |
| 10Y | +250.3% | +283.0% | -32.7% | +58.3% |
| All | +422.3% | +5,202.9% | -4,780.6% | -36.2% |
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