+415.5%
SIMO vs FHN
+118.6%
+296.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +4.2% | +1.2% | +3.1% | +3.8% |
| 30D | +4.1% | -4.7% | +8.8% | +5.9% |
| 3M | -12.9% | +3.5% | -16.4% | -14.2% |
| 6M | +110.3% | +7.8% | +102.5% | +103.3% |
| YTD | +178.6% | +5.9% | +172.7% | +170.2% |
| 1Y | +220.0% | +12.5% | +207.5% | +201.6% |
| All | +415.5% | +118.6% | +296.9% | +308.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling