+344.0%
SHW vs FFIV
+126.3%
+217.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | -2.1% | -2.9% | +0.8% | -1.3% |
| 30D | +11.1% | -32.4% | +43.5% | +22.4% |
| 3M | -2.2% | -22.7% | +20.6% | +3.3% |
| 6M | +14.3% | -10.7% | +25.0% | +15.0% |
| YTD | +10.6% | +25.4% | -14.8% | -1.1% |
| 1Y | +4.1% | +34.2% | -30.1% | -9.0% |
| 3Y | +42.9% | +101.2% | -58.3% | +5.4% |
| 5Y | +14.2% | +42.0% | -27.8% | -7.5% |
| All | +344.0% | +126.3% | +217.7% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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