+6,176.3%
SHW vs FIS
+374.5%
+5,801.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -9.5% | -2.2% | -7.3% | -9.0% |
| 3M | +11.5% | +2.1% | +9.3% | +10.3% |
| 6M | -3.5% | -14.7% | +11.1% | +0.5% |
| YTD | +3.7% | -35.7% | +39.4% | +18.3% |
| 1Y | -7.9% | -37.1% | +29.2% | +5.6% |
| 3Y | +24.7% | -20.0% | +44.7% | +29.5% |
| 5Y | +13.6% | -62.1% | +75.7% | +45.2% |
| 10Y | +283.0% | -37.4% | +320.3% | +308.6% |
| All | +6,176.3% | +374.5% | +5,801.8% | +3,942.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling