+43.1%
FHN vs SBAC
+2,208.1%
-2,165.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | -4.7% | +6.9% | -11.6% | -5.6% |
| 3M | +3.5% | -8.2% | +11.8% | +4.6% |
| 6M | +7.8% | -1.6% | +9.5% | +7.4% |
| YTD | +5.9% | -0.1% | +6.0% | +5.1% |
| 1Y | +12.5% | -0.5% | +12.9% | +11.5% |
| 3Y | +117.2% | -9.1% | +126.3% | +116.1% |
| 5Y | +86.5% | -43.8% | +130.3% | +96.4% |
| 10Y | +125.7% | +80.5% | +45.2% | +100.6% |
| All | +43.1% | +2,208.1% | -2,165.0% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling