-99.5%
SPXS vs FHN
+81.8%
-181.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.7% |
| 7D | -7.5% | +2.1% | -9.6% | -6.0% |
| 30D | +5.3% | +3.8% | +1.5% | +8.6% |
| 3M | +9.7% | -8.9% | +18.6% | +3.2% |
| 6M | -4.6% | +1.8% | -6.4% | -2.3% |
| YTD | -25.8% | +0.6% | -26.4% | -23.5% |
| 1Y | -28.8% | +12.9% | -41.7% | -19.9% |
| 3Y | -80.2% | +126.4% | -206.5% | -57.6% |
| 5Y | -83.2% | +62.3% | -145.5% | -67.3% |
| All | -99.5% | +81.8% | -181.3% | -97.9% |
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