-9.0%
SHW vs FPS
+24.3%
-33.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.3% | -2.4% |
| 7D | -1.2% | +10.4% | -11.6% | -1.6% |
| 30D | -11.6% | -16.5% | +4.9% | -11.0% |
| 3M | +9.1% | -45.5% | +54.6% | +11.9% |
| 6M | -0.7% | +2.1% | -2.7% | -3.5% |
| All | -9.0% | +24.3% | -33.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 5y: compounded portfolio wealth divided by compounded FPS 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…
5y analysis · Full analysis span regression · 6 months rolling