-10.4%
SHW vs FIS
-42.9%
+32.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.2% |
| 7D | -3.2% | -9.1% | +5.9% | -2.0% |
| 30D | -11.4% | -10.4% | -0.9% | -10.1% |
| 3M | +3.5% | -3.7% | +7.2% | +4.3% |
| 6M | -3.4% | -24.8% | +21.4% | -1.2% |
| YTD | -0.3% | -41.6% | +41.2% | +8.6% |
| 1Y | -10.4% | -42.7% | +32.3% | -2.2% |
| All | -10.4% | -42.9% | +32.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling