+155.9%
SO vs FHN
+126.5%
+29.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.0% | +2.7% | -1.6% | +0.7% |
| 30D | -3.2% | -3.1% | -0.1% | -2.8% |
| 3M | -1.7% | +2.3% | -4.0% | -2.0% |
| 6M | -7.2% | +9.7% | -16.9% | -8.4% |
| YTD | +4.6% | +4.7% | -0.2% | +3.7% |
| 1Y | +1.2% | +13.8% | -12.5% | -0.9% |
| 3Y | +45.3% | +131.6% | -86.3% | +26.5% |
| 5Y | +58.7% | +91.1% | -32.4% | +35.9% |
| 10Y | +155.9% | +126.6% | +29.2% | +88.1% |
| All | +155.9% | +126.5% | +29.4% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling