+128.5%
SRE vs FHN
+80.9%
+47.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.1% | +1.3% | -2.3% | -1.3% |
| 30D | -4.1% | +2.8% | -6.9% | -4.7% |
| 3M | -7.3% | -8.9% | +1.6% | -5.5% |
| 6M | -14.1% | -0.7% | -13.4% | -14.1% |
| YTD | -8.5% | +0.1% | -8.6% | -9.0% |
| 1Y | -12.0% | +10.4% | -22.4% | -14.3% |
| 3Y | +23.4% | +128.8% | -105.4% | +1.7% |
| 5Y | +51.3% | +61.5% | -10.2% | +28.1% |
| All | +128.5% | +80.9% | +47.6% | +60.3% |
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