+66.7%
SNXX vs FHN
-0.1%
+66.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -17.0% |
| 7D | -47.8% | +2.3% | -50.1% | -48.7% |
| 30D | -66.0% | +1.6% | -67.6% | -66.6% |
| 3M | -57.5% | -8.4% | -49.1% | -52.6% |
| 6M | -66.7% | -2.3% | -64.4% | -65.5% |
| All | +66.7% | -0.1% | +66.8% | +63.5% |
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