+174.0%
SITM vs FHN
+87.6%
+86.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | +4.8% | -0.8% | +5.6% | +5.3% |
| 30D | -9.7% | -2.6% | -7.1% | -8.3% |
| 3M | -9.3% | +0.8% | -10.2% | -10.2% |
| 6M | +69.5% | +9.2% | +60.3% | +60.8% |
| YTD | +70.5% | +5.1% | +65.4% | +64.7% |
| 1Y | +145.3% | +12.2% | +133.0% | +128.4% |
| 3Y | +432.8% | +132.4% | +300.4% | +267.1% |
| 5Y | +174.0% | +91.1% | +82.9% | +100.7% |
| All | +174.0% | +87.6% | +86.4% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling