+23.4%
SHW vs FDX
+62.0%
-38.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.5% |
| 7D | -1.2% | -3.3% | +2.1% | -0.2% |
| 30D | -11.6% | -1.4% | -10.2% | -11.3% |
| 3M | +9.1% | -4.5% | +13.6% | +10.3% |
| 6M | -0.7% | +9.4% | -10.1% | -3.5% |
| YTD | +1.4% | +36.0% | -34.7% | -7.0% |
| 1Y | -12.3% | +75.5% | -87.8% | -24.8% |
| 3Y | +23.4% | +62.8% | -39.4% | +3.3% |
| All | +23.4% | +62.0% | -38.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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