-18.4%
SGI vs FHN
+13.3%
-31.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.1% |
| 3M | -3.6% | 0.0% | -3.6% | -3.8% |
| 6M | -15.0% | +9.2% | -24.3% | -18.7% |
| YTD | -23.0% | +4.3% | -27.4% | -24.8% |
| 1Y | -18.4% | +10.8% | -29.2% | -22.2% |
| All | -18.4% | +13.3% | -31.7% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling