-30.8%
SGI vs FHN
+11.9%
-42.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -5.3% | +2.1% | -7.4% | -7.0% |
| 30D | -2.1% | +3.8% | -5.9% | -4.9% |
| 3M | -8.2% | -8.9% | +0.8% | -0.8% |
| 6M | -4.6% | +1.8% | -6.4% | -6.8% |
| YTD | -31.5% | +0.6% | -32.0% | -32.4% |
| 1Y | -30.8% | +12.9% | -43.8% | -35.4% |
| All | -30.8% | +11.9% | -42.7% | -35.4% |
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