+26.4%
SHW vs FLEX
+446.9%
-420.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | -9.5% | -10.1% | +0.6% | -8.7% |
| 3M | +11.5% | -31.3% | +42.8% | +15.0% |
| 6M | -3.5% | +71.3% | -74.8% | -11.8% |
| YTD | +3.7% | +81.2% | -77.5% | -6.1% |
| 1Y | -7.9% | +98.5% | -106.4% | -18.2% |
| All | +26.4% | +446.9% | -420.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling