+142.6%
SN vs FHN
+10.6%
+132.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.0% |
| 7D | +7.2% | -1.0% | +8.2% | +8.1% |
| 30D | +20.4% | +0.2% | +20.2% | +20.2% |
| 3M | +23.9% | -9.0% | +32.9% | +33.5% |
| 6M | +93.0% | -6.8% | +99.9% | +102.9% |
| YTD | +99.2% | -1.5% | +100.8% | +92.8% |
| 1Y | +142.6% | +10.9% | +131.7% | +101.1% |
| All | +142.6% | +10.6% | +132.0% | +101.1% |
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