-3.6%
SSPC vs FHN
-2.8%
-0.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.2% | -7.3% |
| 7D | -15.5% | +2.7% | -18.2% | -15.6% |
| 30D | -31.1% | -3.1% | -28.0% | -30.7% |
| All | -3.6% | -2.8% | -0.8% | -1.8% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling