+455.3%
SN vs FHN
+91.1%
+364.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +1.7% |
| 7D | +7.6% | -0.5% | +8.1% | +7.9% |
| 30D | +24.1% | +1.9% | +22.1% | +22.8% |
| 3M | +23.7% | -6.9% | +30.7% | +28.6% |
| 6M | +105.5% | -3.1% | +108.6% | +109.0% |
| YTD | +105.1% | +0.6% | +104.5% | +103.9% |
| 1Y | +148.3% | +12.4% | +135.9% | +132.9% |
| 3Y | +438.7% | +133.7% | +305.0% | +295.8% |
| All | +455.3% | +91.1% | +364.3% | +307.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling