+11.5%
SPMO vs FHN
+14.6%
-3.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -8.9% | +2.3% | -11.2% | -9.4% |
| 30D | -13.8% | +1.6% | -15.4% | -14.1% |
| 3M | -12.5% | -8.4% | -4.1% | -10.4% |
| 6M | -1.5% | -2.3% | +0.8% | -1.1% |
| YTD | +11.3% | +1.5% | +9.8% | +9.2% |
| 1Y | +11.5% | +15.0% | -3.6% | +5.4% |
| All | +11.5% | +14.6% | -3.1% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling