+4,608.4%
SITM vs FHN
+98.6%
+4,509.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +9.7% | +1.2% | +8.5% | +9.1% |
| 30D | +12.7% | -4.7% | +17.4% | +15.1% |
| 3M | -13.4% | +3.5% | -17.0% | -15.2% |
| 6M | +59.6% | +7.8% | +51.8% | +53.4% |
| YTD | +73.3% | +5.9% | +67.4% | +67.6% |
| 1Y | +165.5% | +12.5% | +153.1% | +148.9% |
| 3Y | +368.7% | +117.2% | +251.5% | +233.6% |
| 5Y | +172.5% | +86.5% | +86.0% | +93.6% |
| All | +4,608.4% | +98.6% | +4,509.7% | +3,351.7% |
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 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