+20.7%
XLK vs SHW
+7.3%
+13.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -0.2% |
| 7D | -7.6% | +13.3% | -20.9% | -8.1% |
| 30D | -12.2% | +14.1% | -26.3% | -12.8% |
| 3M | -5.5% | +0.8% | -6.2% | -5.0% |
| 6M | +9.2% | +17.6% | -8.5% | +7.8% |
| YTD | +23.0% | +13.0% | +10.1% | +20.6% |
| 1Y | +20.7% | +7.0% | +13.7% | +20.1% |
| All | +20.7% | +7.3% | +13.4% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling