+27.1%
SHW vs FICO
+4.8%
+22.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +2.6% |
| 7D | -3.2% | -19.2% | +16.0% | -0.7% |
| 30D | -9.5% | -14.6% | +5.1% | -7.9% |
| 3M | +11.5% | -20.1% | +31.6% | +13.8% |
| 6M | -3.5% | -36.3% | +32.8% | +1.6% |
| YTD | +3.7% | -44.9% | +48.6% | +12.0% |
| 1Y | -7.9% | -38.6% | +30.7% | -3.3% |
| All | +27.1% | +4.8% | +22.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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