+346.7%
SHW vs FITB
+226.2%
+120.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +11.1% | +7.0% | +4.1% | +8.8% |
| 3M | -2.2% | -4.8% | +2.6% | -0.6% |
| 6M | +14.3% | +13.5% | +0.8% | +9.9% |
| YTD | +10.6% | +19.1% | -8.5% | +4.4% |
| 1Y | +4.1% | +30.8% | -26.7% | -4.7% |
| 3Y | +42.9% | +141.6% | -98.8% | +7.1% |
| 5Y | +14.2% | +48.3% | -34.1% | -3.4% |
| 10Y | +346.7% | +215.9% | +130.8% | +162.2% |
| All | +346.7% | +226.2% | +120.5% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling