+273.3%
SHW vs FTV
+90.8%
+182.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -3.2% | -4.5% | +1.3% | -0.9% |
| 30D | -9.5% | -7.1% | -2.5% | -6.1% |
| 3M | +11.5% | -7.2% | +18.6% | +15.6% |
| 6M | -3.5% | -1.5% | -2.0% | -3.2% |
| YTD | +3.7% | +3.5% | +0.2% | +0.7% |
| 1Y | -7.9% | +20.3% | -28.3% | -17.7% |
| 3Y | +24.7% | -3.1% | +27.8% | +22.9% |
| 5Y | +13.6% | +2.3% | +11.2% | +7.1% |
| 10Y | +283.0% | +76.3% | +206.6% | +169.6% |
| All | +273.3% | +90.8% | +182.6% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling