+148.2%
SPMO vs FHN
+87.6%
+60.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -0.7% | -2.6% | +1.9% | -0.2% |
| 3M | +2.8% | +0.8% | +2.0% | +2.6% |
| 6M | +24.4% | +9.2% | +15.2% | +22.2% |
| YTD | +24.2% | +5.1% | +19.1% | +22.7% |
| 1Y | +24.5% | +12.2% | +12.3% | +21.3% |
| 3Y | +155.6% | +132.4% | +23.2% | +123.4% |
| 5Y | +148.2% | +91.1% | +57.1% | +108.8% |
| All | +148.2% | +87.6% | +60.5% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling