+23.4%
SHW vs FTI
+284.3%
-260.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -11.6% | +12.3% | -23.9% | -12.3% |
| 3M | +9.1% | +13.8% | -4.6% | +7.8% |
| 6M | -0.7% | +24.3% | -24.9% | -3.3% |
| YTD | +1.4% | +75.8% | -74.4% | -5.5% |
| 1Y | -12.3% | +99.6% | -111.9% | -19.6% |
| 3Y | +23.4% | +278.4% | -255.1% | +4.6% |
| All | +23.4% | +284.3% | -260.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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