+60.8%
SGI vs FHN
+134.1%
-73.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.1% |
| 7D | +9.3% | +2.7% | +6.6% | +7.9% |
| 30D | +6.9% | -3.1% | +10.0% | +8.5% |
| 3M | +2.8% | +2.3% | +0.5% | +1.7% |
| 6M | -12.6% | +9.7% | -22.3% | -16.0% |
| YTD | -21.5% | +4.7% | -26.3% | -23.0% |
| 1Y | -18.8% | +13.8% | -32.5% | -23.6% |
| 3Y | +60.8% | +131.6% | -70.7% | +12.1% |
| All | +60.8% | +134.1% | -73.3% | +12.1% |
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