+1,434.4%
SRE vs FHN
+75.5%
+1,359.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.8% | +2.1% | -0.4% | +1.4% |
| 30D | -3.0% | +3.8% | -6.8% | -3.6% |
| 3M | -7.3% | -8.9% | +1.7% | -5.8% |
| 6M | -11.9% | +1.8% | -13.7% | -12.3% |
| YTD | -7.9% | +0.6% | -8.4% | -8.3% |
| 1Y | -11.1% | +12.9% | -24.1% | -13.5% |
| 3Y | +24.8% | +126.4% | -101.6% | +6.3% |
| 5Y | +52.4% | +62.3% | -9.9% | +32.7% |
| 10Y | +127.9% | +84.0% | +43.9% | +82.2% |
| All | +1,434.4% | +75.5% | +1,359.0% | +1,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling