+265.2%
SU vs FHN
+128.3%
+136.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.2% | -1.2% | +3.4% | +2.7% |
| 30D | +8.4% | -4.8% | +13.2% | +10.3% |
| 3M | +12.1% | -0.7% | +12.8% | +12.0% |
| 6M | +19.7% | +10.6% | +9.1% | +14.1% |
| YTD | +58.4% | +4.6% | +53.8% | +53.7% |
| 1Y | +67.2% | +11.4% | +55.9% | +57.4% |
| 3Y | +125.0% | +132.3% | -7.2% | +50.7% |
| 5Y | +355.1% | +90.2% | +264.9% | +196.4% |
| All | +265.2% | +128.3% | +136.8% | +96.1% |
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 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