+338.5%
SHW vs FTV
+109.0%
+229.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.7% | +3.7% | -3.0% | -1.2% |
| 30D | +8.4% | +16.8% | -8.4% | 0.0% |
| 3M | -2.2% | +10.4% | -12.6% | -7.2% |
| 6M | +13.3% | +12.8% | +0.5% | +6.1% |
| YTD | +9.2% | +23.3% | -14.1% | -3.4% |
| 1Y | +2.9% | +31.0% | -28.1% | -11.9% |
| 3Y | +41.1% | +38.6% | +2.5% | +14.9% |
| 5Y | +11.0% | +17.6% | -6.6% | -2.8% |
| All | +338.5% | +109.0% | +229.5% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling