+404.4%
SNXX vs FHN
+3.4%
+400.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -8.8% |
| 7D | +16.8% | -0.8% | +17.6% | +17.8% |
| 30D | +65.3% | -2.6% | +67.9% | +71.9% |
| 3M | -34.8% | +0.8% | -35.6% | -35.6% |
| 6M | +255.1% | +9.2% | +245.9% | +208.4% |
| All | +404.4% | +3.4% | +400.9% | +375.9% |
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 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