+170.0%
SIMO vs FHN
+61.2%
+108.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | +4.1% | +2.1% | +2.0% | +3.6% |
| 30D | -24.0% | +3.8% | -27.8% | -24.7% |
| 3M | -31.8% | -8.9% | -22.8% | -30.3% |
| 6M | -36.9% | +1.8% | -38.7% | -37.3% |
| YTD | +84.8% | +0.6% | +84.2% | +83.3% |
| 1Y | +99.0% | +12.9% | +86.1% | +91.8% |
| 3Y | +217.9% | +126.4% | +91.6% | +170.9% |
| All | +170.0% | +61.2% | +108.8% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling