+6,371.8%
SHW vs FIS
+229.2%
+6,142.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | +3.5% | -25.5% | +28.9% | +11.6% |
| 30D | +9.2% | -15.1% | +24.3% | +12.9% |
| 3M | -5.1% | -32.1% | +27.0% | +5.3% |
| 6M | +6.8% | -36.1% | +42.9% | +20.3% |
| YTD | +7.0% | -55.4% | +62.3% | +34.6% |
| 1Y | +4.1% | -53.9% | +58.0% | +29.5% |
| 3Y | +41.1% | -39.8% | +80.8% | +57.3% |
| 5Y | +12.9% | -71.1% | +84.0% | +54.4% |
| 10Y | +366.3% | -53.8% | +420.2% | +438.4% |
| All | +6,371.8% | +229.2% | +6,142.6% | +4,497.1% |
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