+2.9%
SHW vs FN
-21.9%
+24.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.2% |
| 7D | +0.7% | +20.8% | -20.1% | +0.9% |
| 30D | +8.4% | -17.3% | +25.7% | +8.8% |
| 3M | -2.2% | -38.1% | +35.9% | -1.5% |
| 6M | +13.3% | -44.2% | +57.6% | +14.2% |
| YTD | +9.2% | -22.3% | +31.5% | +8.7% |
| 1Y | +2.9% | -20.9% | +23.8% | +1.6% |
| All | +2.9% | -21.9% | +24.8% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling