+1,477.5%
XLK vs SHW
+5,081.8%
-3,604.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | -0.1% | -11.6% | +11.5% | +4.8% |
| 3M | +2.1% | +9.1% | -7.0% | -2.1% |
| 6M | +37.2% | -0.7% | +37.8% | +36.0% |
| YTD | +30.8% | +1.4% | +29.5% | +28.2% |
| 1Y | +42.6% | -12.3% | +54.9% | +47.6% |
| 3Y | +121.8% | +23.4% | +98.4% | +98.0% |
| 5Y | +145.7% | +15.0% | +130.7% | +121.1% |
| 10Y | +782.1% | +278.3% | +503.8% | +394.2% |
| All | +1,477.5% | +5,081.8% | -3,604.3% | +212.5% |
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