+43.9%
SHW vs FTI
+208.1%
-164.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +11.1% | -6.3% | +17.4% | +11.4% |
| 3M | -2.2% | -13.1% | +11.0% | -1.4% |
| 6M | +14.3% | -8.0% | +22.3% | +14.4% |
| YTD | +10.6% | +47.1% | -36.5% | +3.2% |
| 1Y | +4.1% | +50.7% | -46.6% | -3.3% |
| All | +43.9% | +208.1% | -164.2% | +18.3% |
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