+260.2%
SAN vs FHN
+94.7%
+165.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +10.8% | +0.9% | +9.9% | +10.4% |
| 30D | -5.7% | +2.1% | -7.8% | -6.5% |
| 3M | -13.4% | -6.0% | -7.5% | -11.1% |
| 6M | +3.5% | -2.9% | +6.5% | +4.8% |
| YTD | +9.7% | +0.7% | +9.0% | +9.3% |
| 1Y | +20.9% | +11.0% | +9.9% | +15.5% |
| 3Y | +254.3% | +130.3% | +124.0% | +136.9% |
| 5Y | +304.2% | +61.3% | +242.9% | +184.7% |
| 10Y | +260.2% | +89.6% | +170.6% | +111.9% |
| All | +260.2% | +94.7% | +165.5% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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