+15.0%
SHW vs FITB
+71.1%
-56.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -1.2% | +2.8% | -4.0% | -2.1% |
| 30D | -11.6% | -4.5% | -7.1% | -10.2% |
| 3M | +9.1% | +5.7% | +3.5% | +7.1% |
| 6M | -0.7% | +17.1% | -17.8% | -6.0% |
| YTD | +1.4% | +18.3% | -17.0% | -4.8% |
| 1Y | -12.3% | +23.9% | -36.2% | -19.1% |
| 3Y | +23.4% | +131.1% | -107.7% | -8.6% |
| 5Y | +15.0% | +71.1% | -56.1% | -6.0% |
| All | +15.0% | +71.1% | -56.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling