+54.0%
SITM vs FHN
+11.9%
+42.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.8% |
| 7D | +6.6% | +2.1% | +4.5% | +5.5% |
| 30D | -15.3% | +3.8% | -19.1% | -17.1% |
| 3M | -35.4% | -8.9% | -26.4% | -32.1% |
| 6M | -46.8% | +1.8% | -48.6% | -48.4% |
| YTD | +25.9% | +0.6% | +25.3% | +16.1% |
| 1Y | +54.0% | +12.9% | +41.1% | +24.9% |
| All | +54.0% | +11.9% | +42.1% | +24.9% |
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