+450.0%
SN vs FHN
+131.2%
+318.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | +1.5% | +2.1% | -0.6% | +0.3% |
| 30D | +21.5% | +3.8% | +17.7% | +19.0% |
| 3M | +20.0% | -8.9% | +29.0% | +26.8% |
| 6M | +119.9% | +1.8% | +118.1% | +117.3% |
| YTD | +102.3% | +0.6% | +101.7% | +100.9% |
| 1Y | +148.0% | +12.9% | +135.1% | +130.9% |
| 3Y | +450.0% | +126.4% | +323.6% | +312.9% |
| All | +450.0% | +131.2% | +318.8% | +312.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling