+63.7%
SE vs FHN
+131.2%
-67.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.5% | +2.1% | -2.6% | -1.1% |
| 30D | -20.9% | +3.8% | -24.7% | -21.8% |
| 3M | -38.9% | -8.9% | -29.9% | -37.2% |
| 6M | -19.4% | +1.8% | -21.2% | -20.2% |
| YTD | -40.9% | +0.6% | -41.5% | -41.3% |
| 1Y | -46.2% | +12.9% | -59.1% | -48.5% |
| 3Y | +63.7% | +126.4% | -62.7% | +117.8% |
| All | +63.7% | +131.2% | -67.5% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling