+275.2%
SGI vs FHN
+125.8%
+149.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.5% | -2.6% | +8.1% | +6.9% |
| 3M | -3.6% | 0.0% | -3.6% | -3.7% |
| 6M | -15.0% | +9.2% | -24.3% | -18.3% |
| YTD | -23.0% | +4.3% | -27.4% | -24.4% |
| 1Y | -18.4% | +10.8% | -29.2% | -22.7% |
| 3Y | +57.8% | +130.7% | -73.0% | -0.1% |
| 5Y | +51.5% | +87.4% | -35.9% | -8.0% |
| 10Y | +275.2% | +126.9% | +148.3% | +72.0% |
| All | +275.2% | +125.8% | +149.4% | +72.0% |
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