+12.9%
SHW vs FTI
+1,177.2%
-1,164.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -3.2% | -2.3% | -0.9% | -3.0% |
| 30D | -11.4% | +5.0% | -16.4% | -11.7% |
| 3M | +3.5% | +13.8% | -10.4% | +2.2% |
| 6M | -3.4% | +22.9% | -26.2% | -5.5% |
| YTD | -0.3% | +75.0% | -75.3% | -5.9% |
| 1Y | -10.4% | +96.9% | -107.3% | -16.5% |
| 3Y | +21.3% | +276.7% | -255.4% | +5.6% |
| 5Y | +12.9% | +1,157.0% | -1,144.2% | -9.8% |
| All | +12.9% | +1,177.2% | -1,164.4% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling