+338.5%
SHW vs FN
+763.2%
-424.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | +0.7% | +20.8% | -20.1% | -1.8% |
| 30D | +8.4% | -17.3% | +25.7% | +10.2% |
| 3M | -2.2% | -38.1% | +35.9% | +2.7% |
| 6M | +13.3% | -44.2% | +57.6% | +18.9% |
| YTD | +9.2% | -22.3% | +31.5% | +6.8% |
| 1Y | +2.9% | -20.9% | +23.8% | -0.2% |
| 3Y | +41.1% | +111.1% | -70.0% | +6.9% |
| 5Y | +11.0% | +191.8% | -180.9% | -24.0% |
| All | +338.5% | +763.2% | -424.7% | +134.7% |
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