-11.5%
SHW vs FLR
+31.4%
-42.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | -3.1% | -3.5% | +0.4% | -2.8% |
| 30D | -10.0% | +4.2% | -14.2% | -10.5% |
| 3M | +2.3% | +8.1% | -5.8% | +0.8% |
| 6M | +0.7% | +21.5% | -20.9% | -3.0% |
| YTD | +0.5% | +36.8% | -36.3% | -5.1% |
| 1Y | -11.5% | +31.2% | -42.7% | -14.7% |
| All | -11.5% | +31.4% | -42.9% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling