+43.1%
SHW vs FN
+80.0%
-36.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.2% | +10.3% | -3.4% |
| 7D | +5.7% | -16.0% | +21.7% | +6.4% |
| 30D | +8.7% | -40.1% | +48.8% | +11.2% |
| 3M | -5.4% | -43.9% | +38.5% | -3.1% |
| 6M | +12.2% | -55.6% | +67.9% | +16.1% |
| YTD | +8.5% | -35.7% | +44.1% | +8.1% |
| 1Y | +4.9% | -39.8% | +44.8% | +4.9% |
| All | +43.1% | +80.0% | -36.9% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling