+41.1%
SHW vs FN
+101.0%
-59.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -1.9% |
| 7D | +3.5% | 0.0% | +3.5% | +3.3% |
| 30D | +9.2% | -34.3% | +43.5% | +11.4% |
| 3M | -5.1% | -39.9% | +34.8% | -3.0% |
| 6M | +6.8% | -51.8% | +58.7% | +10.2% |
| YTD | +7.0% | -28.1% | +35.1% | +6.0% |
| 1Y | +4.1% | -29.1% | +33.2% | +3.0% |
| 3Y | +41.1% | +102.4% | -61.4% | +15.3% |
| All | +41.1% | +101.0% | -59.9% | +15.3% |
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