+492.7%
SPCX vs FHN
+68.6%
+424.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.5% |
| 7D | +13.2% | +1.3% | +11.9% | +9.5% |
| 30D | -10.6% | +2.8% | -13.4% | -18.0% |
| 3M | -4.2% | -8.9% | +4.7% | +19.8% |
| 6M | +536.7% | +1.9% | +534.7% | +578.8% |
| YTD | +542.4% | +0.1% | +542.3% | +584.8% |
| 1Y | +446.0% | +10.4% | +435.6% | +483.8% |
| All | +492.7% | +68.6% | +424.1% | +554.8% |
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