+27.1%
SHW vs FN
+158.4%
-131.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | -3.2% | -1.7% | -1.6% | -3.1% |
| 30D | -9.5% | -22.0% | +12.5% | -8.3% |
| 3M | +11.5% | -43.0% | +54.5% | +15.1% |
| 6M | -3.5% | -27.7% | +24.2% | -3.0% |
| YTD | +3.7% | -10.5% | +14.2% | +2.0% |
| 1Y | -7.9% | +12.5% | -20.4% | -12.0% |
| All | +27.1% | +158.4% | -131.2% | -0.5% |
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