+22.4%
SHW vs FLR
+61.1%
-38.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -1.2% | +0.7% | -1.8% | -1.2% |
| 30D | -11.6% | -0.7% | -10.9% | -11.6% |
| 3M | +9.1% | +14.3% | -5.2% | +7.0% |
| 6M | -0.7% | +25.6% | -26.3% | -4.0% |
| YTD | +1.4% | +42.9% | -41.5% | -3.7% |
| 1Y | -12.3% | +38.7% | -51.0% | -16.5% |
| All | +22.4% | +61.1% | -38.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling