+106.8%
SPG vs FHN
+129.5%
-22.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.2% | -1.2% | +0.1% | -0.8% |
| 30D | -6.1% | -4.8% | -1.3% | -4.7% |
| 3M | -3.6% | -0.7% | -2.9% | -3.5% |
| 6M | +10.4% | +10.6% | -0.2% | +6.7% |
| YTD | +14.4% | +4.6% | +9.8% | +12.2% |
| 1Y | +16.5% | +11.4% | +5.2% | +11.4% |
| 3Y | +106.8% | +132.3% | -25.5% | +50.7% |
| All | +106.8% | +129.5% | -22.7% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling