-22.4%
SIRI vs FHN
+129.5%
-151.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | +2.5% | -4.8% | +7.3% | +4.5% |
| 3M | +6.6% | -0.7% | +7.3% | +6.8% |
| 6M | +32.9% | +10.6% | +22.3% | +27.2% |
| YTD | +50.5% | +4.6% | +45.9% | +46.5% |
| 1Y | +28.0% | +11.4% | +16.6% | +20.6% |
| 3Y | -22.4% | +132.3% | -154.7% | -44.3% |
| All | -22.4% | +129.5% | -151.9% | -44.3% |
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