+117.5%
XLK vs SHW
+19.9%
+97.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.4% | -4.5% | +4.1% | +1.0% |
| 30D | -0.5% | -12.7% | +12.2% | +3.7% |
| 3M | +5.0% | +4.7% | +0.3% | +2.6% |
| 6M | +32.9% | -3.4% | +36.3% | +33.3% |
| YTD | +29.0% | -1.3% | +30.3% | +27.5% |
| 1Y | +37.8% | -10.4% | +48.2% | +41.6% |
| All | +117.5% | +19.9% | +97.7% | +99.0% |
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