-55.8%
FIG vs SHW
-7.8%
-48.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.3% |
| 7D | -16.3% | -3.2% | -13.1% | -16.4% |
| 30D | -14.3% | -9.5% | -4.8% | -14.5% |
| 3M | +7.2% | +11.5% | -4.3% | +10.7% |
| 6M | -18.6% | -3.5% | -15.1% | -17.4% |
| YTD | -35.5% | +3.7% | -39.2% | -36.7% |
| 1Y | -55.8% | -7.9% | -47.9% | -52.3% |
| All | -55.8% | -7.8% | -48.0% | -52.3% |
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