+116.5%
SPG vs FHN
+106.3%
+10.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.0% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | +16.8% | +1.9% | +14.9% | +15.7% |
| 3M | +5.7% | -6.9% | +12.6% | +9.3% |
| 6M | +17.8% | -3.1% | +20.9% | +19.3% |
| YTD | +30.1% | +0.6% | +29.5% | +28.6% |
| 1Y | +32.8% | +12.4% | +20.4% | +24.0% |
| 3Y | +137.2% | +133.7% | +3.5% | +44.0% |
| 5Y | +81.5% | +61.4% | +20.1% | +14.9% |
| 10Y | +116.5% | +97.9% | +18.7% | -5.6% |
| All | +116.5% | +106.3% | +10.3% | -5.6% |
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