+5,104.0%
SHW vs FFIV
+5,965.2%
-861.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +3.5% | -8.1% | +11.6% | +4.4% |
| 30D | +9.2% | -33.4% | +42.6% | +13.7% |
| 3M | -5.1% | -24.7% | +19.7% | -2.6% |
| 6M | +6.8% | -8.8% | +15.7% | +7.2% |
| YTD | +7.0% | +21.8% | -14.8% | +3.6% |
| 1Y | +4.1% | +25.3% | -21.2% | +0.5% |
| 3Y | +41.1% | +101.2% | -60.1% | +28.6% |
| 5Y | +12.9% | +40.2% | -27.4% | +6.4% |
| 10Y | +366.3% | +129.0% | +237.3% | +314.1% |
| All | +5,104.0% | +5,965.2% | -861.2% | +3,479.4% |
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