+284.7%
SHW vs FN
+900.0%
-615.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | -3.2% | -1.7% | -1.6% | -3.0% |
| 30D | -9.5% | -22.0% | +12.5% | -6.9% |
| 3M | +11.5% | -43.0% | +54.5% | +18.9% |
| 6M | -3.5% | -27.7% | +24.2% | -2.1% |
| YTD | +3.7% | -10.5% | +14.2% | +0.8% |
| 1Y | -7.9% | +12.5% | -20.4% | -14.8% |
| 3Y | +24.7% | +153.8% | -129.1% | -7.3% |
| 5Y | +13.6% | +288.0% | -274.4% | -25.4% |
| All | +284.7% | +900.0% | -615.3% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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