+6,290.7%
SHW vs FTI
+2,165.1%
+4,125.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | +5.3% | -8.5% | -4.1% |
| 30D | -9.5% | +15.3% | -24.9% | -11.8% |
| 3M | +11.5% | +15.8% | -4.3% | +8.1% |
| 6M | -3.5% | +22.6% | -26.1% | -7.7% |
| YTD | +3.7% | +79.5% | -75.8% | -7.3% |
| 1Y | -7.9% | +102.0% | -109.9% | -19.6% |
| 3Y | +24.7% | +315.8% | -291.1% | -6.3% |
| 5Y | +13.6% | +1,129.5% | -1,115.9% | -33.0% |
| 10Y | +283.0% | +320.9% | -38.0% | +144.6% |
| All | +6,290.7% | +2,165.1% | +4,125.5% | +2,234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling