+447.8%
SN vs FHN
+91.1%
+356.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | +1.5% | +2.1% | -0.6% | +0.4% |
| 30D | +21.5% | +3.8% | +17.7% | +19.1% |
| 3M | +20.0% | -8.9% | +29.0% | +26.4% |
| 6M | +119.9% | +1.8% | +118.1% | +117.4% |
| YTD | +102.3% | +0.6% | +101.7% | +101.1% |
| 1Y | +148.0% | +12.9% | +135.1% | +131.9% |
| 3Y | +450.0% | +126.4% | +323.6% | +308.1% |
| All | +447.8% | +91.1% | +356.7% | +301.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling