-20.1%
SIRI vs FHN
+446.9%
-467.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +4.3% | +2.7% | +1.6% | +3.4% |
| 30D | -2.8% | -3.1% | +0.3% | -1.9% |
| 3M | +5.9% | +2.3% | +3.6% | +5.1% |
| 6M | +31.9% | +9.7% | +22.2% | +27.9% |
| YTD | +48.7% | +4.7% | +43.9% | +45.8% |
| 1Y | +23.2% | +13.8% | +9.5% | +17.3% |
| 3Y | -23.9% | +131.6% | -155.4% | -42.9% |
| 5Y | -43.4% | +91.1% | -134.6% | -57.9% |
| 10Y | -13.6% | +126.6% | -140.3% | -44.8% |
| All | -20.1% | +446.9% | -467.0% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling