-6.1%
SHW vs FRMI
-78.6%
+72.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -4.5% | +10.9% | -15.4% | -4.7% |
| 30D | -12.7% | -24.3% | +11.6% | -12.2% |
| 3M | +4.7% | -21.8% | +26.5% | +4.8% |
| 6M | -3.4% | -33.0% | +29.6% | -3.3% |
| YTD | -1.3% | -32.6% | +31.3% | -1.7% |
| All | -6.1% | -78.6% | +72.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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