+439.5%
SN vs FHN
+87.1%
+352.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +7.2% | -1.0% | +8.2% | +7.8% |
| 30D | +20.4% | +0.2% | +20.2% | +20.3% |
| 3M | +23.9% | -9.0% | +32.9% | +30.5% |
| 6M | +93.0% | -6.8% | +99.9% | +100.7% |
| YTD | +99.2% | -1.5% | +100.8% | +100.4% |
| 1Y | +142.6% | +10.9% | +131.7% | +129.3% |
| 3Y | +398.8% | +119.4% | +279.4% | +275.9% |
| All | +439.5% | +87.1% | +352.4% | +300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling