-85.9%
SPXS vs FHN
+90.1%
-175.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.3% |
| 30D | +5.2% | -2.6% | +7.8% | +3.9% |
| 3M | -9.2% | 0.0% | -9.2% | -8.9% |
| 6M | -29.6% | +9.2% | -38.8% | -25.4% |
| YTD | -27.6% | +4.3% | -32.0% | -24.7% |
| 1Y | -36.7% | +10.8% | -47.5% | -31.5% |
| 3Y | -79.8% | +130.7% | -210.6% | -67.3% |
| 5Y | -85.9% | +87.4% | -173.2% | -74.6% |
| All | -85.9% | +90.1% | -175.9% | -74.6% |
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