+20,418.4%
SHW vs FITB
+2,855.6%
+17,562.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -9.5% | -4.7% | -4.8% | -8.6% |
| 3M | +11.5% | +6.7% | +4.8% | +10.0% |
| 6M | -3.5% | +12.6% | -16.1% | -5.9% |
| YTD | +3.7% | +19.1% | -15.4% | -0.1% |
| 1Y | -7.9% | +22.6% | -30.5% | -12.0% |
| 3Y | +24.7% | +127.1% | -102.4% | +4.5% |
| 5Y | +13.6% | +71.8% | -58.2% | -0.8% |
| 10Y | +283.0% | +287.2% | -4.2% | +171.2% |
| All | +20,418.4% | +2,855.6% | +17,562.8% | +6,529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling