+284.1%
SHW vs FITB
+282.4%
+1.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -11.4% | -5.1% | -6.2% | -9.9% |
| 3M | +3.5% | +3.5% | 0.0% | +2.4% |
| 6M | -3.4% | +17.2% | -20.6% | -8.1% |
| YTD | -0.3% | +17.6% | -18.0% | -5.6% |
| 1Y | -10.4% | +23.4% | -33.8% | -16.6% |
| 3Y | +21.3% | +129.7% | -108.4% | -7.9% |
| 5Y | +12.9% | +68.4% | -55.6% | -8.3% |
| 10Y | +284.1% | +285.6% | -1.5% | +100.2% |
| All | +284.1% | +282.4% | +1.7% | +100.2% |
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