+12.9%
SHW vs FLR
+245.1%
-232.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.2% |
| 7D | -3.2% | -3.1% | -0.1% | -2.8% |
| 30D | -11.4% | +4.9% | -16.3% | -12.1% |
| 3M | +3.5% | +10.8% | -7.3% | +1.4% |
| 6M | -3.4% | +19.7% | -23.0% | -6.8% |
| YTD | -0.3% | +38.4% | -38.7% | -6.1% |
| 1Y | -10.4% | +34.7% | -45.1% | -15.5% |
| 3Y | +21.3% | +56.7% | -35.4% | +5.5% |
| 5Y | +12.9% | +241.6% | -228.8% | -11.8% |
| All | +12.9% | +245.1% | -232.2% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling