+6,583.2%
SHW vs FIS
+224.4%
+6,358.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.2% | -27.4% | +31.6% | +13.4% |
| 30D | +11.3% | -16.8% | +28.1% | +15.7% |
| 3M | -1.8% | -32.6% | +30.8% | +9.2% |
| 6M | +12.7% | -33.4% | +46.1% | +25.3% |
| YTD | +10.4% | -56.0% | +66.5% | +39.6% |
| 1Y | +4.7% | -55.1% | +59.8% | +31.3% |
| 3Y | +42.7% | -41.4% | +84.1% | +60.6% |
| 5Y | +14.5% | -72.7% | +87.2% | +59.8% |
| 10Y | +340.7% | -55.5% | +396.2% | +414.6% |
| All | +6,583.2% | +224.4% | +6,358.8% | +4,668.6% |
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