+142.2%
SN vs FHN
+11.9%
+130.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +1.2% |
| 7D | +7.6% | -0.5% | +8.1% | +8.1% |
| 30D | +24.1% | +1.9% | +22.1% | +22.2% |
| 3M | +23.7% | -6.9% | +30.7% | +30.8% |
| 6M | +105.5% | -3.1% | +108.6% | +108.9% |
| YTD | +105.1% | +0.6% | +104.5% | +95.1% |
| All | +142.2% | +11.9% | +130.3% | +103.5% |
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