+4,946.9%
SHW vs FFIV
+7,518.9%
-2,572.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -3.2% | -1.0% | -2.3% | -3.1% |
| 30D | -9.5% | -5.1% | -4.5% | -9.1% |
| 3M | +11.5% | -4.5% | +15.9% | +11.8% |
| 6M | -3.5% | +36.5% | -40.0% | -7.1% |
| YTD | +3.7% | +53.0% | -49.2% | -1.6% |
| 1Y | -7.9% | +24.2% | -32.1% | -10.8% |
| 3Y | +24.7% | +137.2% | -112.5% | +12.1% |
| 5Y | +13.6% | +91.8% | -78.2% | +3.9% |
| 10Y | +283.0% | +215.2% | +67.8% | +230.3% |
| All | +4,946.9% | +7,518.9% | -2,572.0% | +3,301.5% |
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