+39.2%
XLK vs SHW
-9.0%
+48.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.1% |
| 7D | +0.2% | -3.1% | +3.3% | +0.5% |
| 30D | -0.6% | -10.0% | +9.4% | +0.4% |
| 3M | +2.6% | +2.3% | +0.3% | +2.2% |
| 6M | +34.0% | +0.7% | +33.3% | +33.6% |
| YTD | +30.7% | +0.5% | +30.2% | +29.6% |
| 1Y | +39.2% | -11.5% | +50.7% | +38.8% |
| All | +39.2% | -9.0% | +48.2% | +38.8% |
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 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