+62.2%
SPG vs FHN
+126.5%
-64.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.2% | +1.7% |
| 7D | 0.0% | +2.7% | -2.7% | -1.3% |
| 30D | -4.9% | -3.1% | -1.8% | -3.6% |
| 3M | +3.3% | +2.3% | +1.0% | +2.0% |
| 6M | +11.2% | +9.7% | +1.5% | +5.9% |
| YTD | +17.1% | +4.7% | +12.3% | +13.5% |
| 1Y | +21.6% | +13.8% | +7.8% | +12.1% |
| 3Y | +111.9% | +131.6% | -19.7% | +29.8% |
| 5Y | +106.9% | +91.1% | +15.8% | +17.5% |
| 10Y | +62.2% | +126.6% | -64.4% | -32.2% |
| All | +62.2% | +126.5% | -64.3% | -32.2% |
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