+89.6%
FHN vs SBAC
+103.9%
-14.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | +0.9% | +3.6% | -2.7% | +0.2% |
| 30D | +2.1% | +4.9% | -2.8% | +1.1% |
| 3M | -6.0% | +6.5% | -12.4% | -7.3% |
| 6M | -2.9% | -11.1% | +8.2% | -1.2% |
| YTD | +0.7% | +0.9% | -0.2% | -0.7% |
| 1Y | +11.0% | -1.6% | +12.6% | +10.0% |
| 3Y | +130.3% | -7.0% | +137.3% | +126.4% |
| 5Y | +61.3% | -39.2% | +100.5% | +73.0% |
| 10Y | +89.6% | +111.4% | -21.8% | +98.1% |
| All | +89.6% | +103.9% | -14.3% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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