+75.7%
STT vs FHN
+13.7%
+62.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +2.2% | +2.7% | -0.5% | +0.9% |
| 30D | +3.9% | -3.1% | +7.0% | +5.4% |
| 3M | +19.2% | +2.3% | +16.8% | +17.4% |
| 6M | +60.4% | +9.7% | +50.6% | +52.6% |
| YTD | +51.5% | +4.7% | +46.7% | +47.4% |
| All | +75.7% | +13.7% | +62.0% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling