+5,313.2%
SHW vs FFIV
+6,100.0%
-786.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.8% |
| 7D | +1.6% | -2.1% | +3.7% | +1.8% |
| 30D | +12.1% | -33.8% | +45.9% | +16.8% |
| 3M | -3.0% | -20.6% | +17.6% | -1.0% |
| 6M | +13.5% | -10.2% | +23.8% | +14.1% |
| YTD | +11.2% | +24.5% | -13.2% | +7.5% |
| 1Y | +6.2% | +29.3% | -23.1% | +2.2% |
| 3Y | +45.6% | +103.8% | -58.2% | +32.6% |
| 5Y | +15.6% | +40.9% | -25.3% | +8.9% |
| 10Y | +356.5% | +126.6% | +229.9% | +305.6% |
| All | +5,313.2% | +6,100.0% | -786.8% | +3,614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling