+266.4%
STT vs FHN
+125.8%
+140.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.0% | 0.0% | +0.9% | +1.0% |
| 30D | +2.8% | -2.6% | +5.4% | +4.1% |
| 3M | +18.1% | 0.0% | +18.1% | +17.9% |
| 6M | +59.2% | +9.2% | +50.0% | +51.9% |
| YTD | +51.5% | +4.3% | +47.1% | +47.7% |
| 1Y | +75.7% | +10.8% | +64.9% | +65.5% |
| 3Y | +200.8% | +130.7% | +70.0% | +91.8% |
| 5Y | +155.8% | +87.4% | +68.4% | +60.4% |
| 10Y | +266.4% | +126.9% | +139.5% | +86.5% |
| All | +266.4% | +125.8% | +140.5% | +86.5% |
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