-83.2%
FIG vs SHW
+9.9%
-93.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.5% |
| 7D | -12.6% | +1.6% | -14.2% | -12.7% |
| 30D | -13.8% | +12.1% | -25.9% | -14.0% |
| 3M | -16.7% | -3.0% | -13.7% | -17.4% |
| 6M | -6.1% | +13.5% | -19.6% | -4.5% |
| YTD | -48.1% | +11.2% | -59.3% | -48.9% |
| 1Y | -56.2% | +6.2% | -62.4% | -56.5% |
| All | -83.2% | +9.9% | -93.1% | -83.3% |
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 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