+48.6%
SRE vs FHN
+90.1%
-41.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.5% | 0.0% | +1.4% | +1.4% |
| 30D | +0.8% | -2.6% | +3.4% | +1.2% |
| 3M | -5.8% | 0.0% | -5.8% | -5.9% |
| 6M | -7.8% | +9.2% | -17.0% | -9.2% |
| YTD | -2.4% | +4.3% | -6.7% | -3.3% |
| 1Y | +8.9% | +10.8% | -1.9% | +6.6% |
| 3Y | +31.1% | +130.7% | -99.6% | +15.5% |
| 5Y | +48.6% | +87.4% | -38.7% | +29.6% |
| All | +48.6% | +90.1% | -41.5% | +29.6% |
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