+225.0%
SIMO vs FHN
+13.8%
+211.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.3% |
| 7D | +14.6% | +2.7% | +11.9% | +14.1% |
| 30D | +6.2% | -3.1% | +9.3% | +6.8% |
| 3M | +3.6% | +2.3% | +1.2% | +3.0% |
| 6M | +130.8% | +9.7% | +121.0% | +123.7% |
| YTD | +195.8% | +4.7% | +191.0% | +188.5% |
| 1Y | +225.0% | +13.8% | +211.2% | +218.0% |
| All | +225.0% | +13.8% | +211.2% | +218.0% |
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