+432.7%
SN vs FHN
+90.1%
+342.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | +1.4% | +1.3% | +0.1% | +0.7% |
| 30D | +16.6% | +2.8% | +13.8% | +14.9% |
| 3M | +18.3% | -8.9% | +27.2% | +24.6% |
| 6M | +103.1% | -0.7% | +103.8% | +103.7% |
| YTD | +96.7% | +0.1% | +96.7% | +96.1% |
| 1Y | +134.3% | +10.4% | +123.9% | +121.9% |
| 3Y | +425.2% | +128.8% | +296.4% | +289.0% |
| All | +432.7% | +90.1% | +342.6% | +291.8% |
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