+126.9%
FHN vs SBAC
+78.4%
+48.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -2.6% | +3.9% | -6.4% | -3.3% |
| 3M | 0.0% | -8.2% | +8.2% | +1.4% |
| 6M | +9.2% | -2.8% | +12.0% | +9.0% |
| YTD | +4.3% | -1.5% | +5.9% | +3.6% |
| 1Y | +10.8% | 0.0% | +10.7% | +9.4% |
| 3Y | +130.7% | -8.4% | +139.1% | +127.8% |
| 5Y | +87.4% | -43.5% | +130.9% | +103.9% |
| 10Y | +126.9% | +86.9% | +40.0% | +148.5% |
| All | +126.9% | +78.4% | +48.5% | +148.5% |
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