+384.8%
SIMO vs FHN
+109.0%
+275.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | -22.0% | -1.0% | -21.0% | -21.8% |
| 30D | -43.0% | +0.2% | -43.3% | -43.1% |
| 3M | -39.1% | -9.0% | -30.2% | -37.8% |
| 6M | -33.3% | -6.8% | -26.5% | -32.3% |
| YTD | +77.0% | -1.5% | +78.5% | +76.5% |
| 1Y | +73.0% | +10.9% | +62.1% | +67.4% |
| 3Y | +215.7% | +119.4% | +96.4% | +159.4% |
| 5Y | +155.6% | +57.5% | +98.1% | +115.7% |
| All | +384.8% | +109.0% | +275.8% | +268.9% |
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