+304.8%
SGI vs FHN
+81.8%
+222.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -5.3% | +2.1% | -7.4% | -6.3% |
| 30D | -2.1% | +3.8% | -5.9% | -3.7% |
| 3M | -8.2% | -8.9% | +0.8% | -3.7% |
| 6M | -4.6% | +1.8% | -6.4% | -5.3% |
| YTD | -31.5% | +0.6% | -32.0% | -31.4% |
| 1Y | -30.8% | +12.9% | -43.8% | -34.7% |
| 3Y | +67.2% | +126.4% | -59.2% | +7.4% |
| 5Y | +42.5% | +62.3% | -19.8% | -5.0% |
| All | +304.8% | +81.8% | +222.9% | +109.2% |
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