+84.6%
SIMO vs FHN
+11.9%
+72.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.5% |
| 7D | -8.5% | -0.5% | -8.0% | -8.4% |
| 30D | -34.8% | +1.9% | -36.8% | -34.8% |
| 3M | -32.8% | -6.9% | -25.9% | -32.0% |
| 6M | -32.0% | -3.1% | -29.0% | -31.7% |
| YTD | +87.0% | +0.6% | +86.4% | +80.3% |
| All | +84.6% | +11.9% | +72.7% | +70.2% |
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