-80.9%
FIG vs SHW
-1.5%
-79.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.3% |
| 7D | -14.5% | -3.2% | -11.3% | -14.5% |
| 30D | -13.3% | -11.4% | -1.9% | -13.8% |
| 3M | +7.4% | +3.5% | +3.9% | +9.5% |
| 6M | -27.8% | -3.4% | -24.4% | -26.8% |
| YTD | -41.1% | -0.3% | -40.8% | -41.8% |
| 1Y | -58.7% | -10.4% | -48.3% | -58.4% |
| All | -80.9% | -1.5% | -79.4% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling