+6,712.9%
SHW vs FTI
+1,755.2%
+4,957.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | +11.1% | -6.3% | +17.4% | +12.0% |
| 3M | -2.2% | -13.1% | +11.0% | -0.2% |
| 6M | +14.3% | -8.0% | +22.3% | +14.8% |
| YTD | +10.6% | +47.1% | -36.5% | +1.9% |
| 1Y | +4.1% | +50.7% | -46.6% | -4.5% |
| 3Y | +42.9% | +209.0% | -166.1% | +12.9% |
| 5Y | +14.2% | +847.0% | -832.8% | -29.4% |
| 10Y | +346.7% | +184.3% | +162.4% | +206.9% |
| All | +6,712.9% | +1,755.2% | +4,957.8% | +2,465.9% |
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