+12.9%
SHW vs FTV
+1.8%
+11.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.0% |
| 7D | -3.2% | -1.3% | -1.9% | -2.5% |
| 30D | -11.4% | -9.5% | -1.9% | -6.6% |
| 3M | +3.5% | -10.9% | +14.4% | +9.8% |
| 6M | -3.4% | -0.6% | -2.7% | -3.4% |
| YTD | -0.3% | +1.4% | -1.8% | -2.4% |
| 1Y | -10.4% | +17.6% | -28.1% | -19.5% |
| 3Y | +21.3% | -3.3% | +24.6% | +19.6% |
| 5Y | +12.9% | -0.1% | +13.0% | +5.9% |
| All | +12.9% | +1.8% | +11.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling