+273.5%
SHW vs FLR
+18.3%
+255.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -4.5% | -6.9% | +2.4% | -3.6% |
| 30D | -12.7% | +1.1% | -13.8% | -12.9% |
| 3M | +4.7% | +14.3% | -9.6% | +2.3% |
| 6M | -3.4% | +19.1% | -22.5% | -6.5% |
| YTD | -1.3% | +35.1% | -36.5% | -6.3% |
| 1Y | -10.4% | +29.5% | -39.8% | -14.6% |
| 3Y | +20.1% | +53.0% | -32.9% | +8.5% |
| 5Y | +10.5% | +238.9% | -228.4% | -11.5% |
| All | +273.5% | +18.3% | +255.2% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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