-95.5%
SNDQ vs FHN
+1.4%
-96.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +8.1% |
| 7D | -20.4% | -0.8% | -19.6% | -20.6% |
| 30D | -54.5% | -2.6% | -51.9% | -55.1% |
| 3M | -79.1% | +0.8% | -79.9% | -79.7% |
| All | -95.5% | +1.4% | -96.9% | -95.9% |
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 · Available span rolling