+3,365.1%
SIMO vs FHN
+7.0%
+3,358.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +4.2% | +1.2% | +3.1% | +3.9% |
| 30D | +4.1% | -4.7% | +8.8% | +5.5% |
| 3M | -12.9% | +3.5% | -16.4% | -13.8% |
| 6M | +110.3% | +7.8% | +102.5% | +105.2% |
| YTD | +178.6% | +5.9% | +172.7% | +172.8% |
| 1Y | +220.0% | +12.5% | +207.5% | +207.1% |
| 3Y | +409.0% | +117.2% | +291.8% | +302.8% |
| 5Y | +277.3% | +86.5% | +190.8% | +193.3% |
| 10Y | +506.6% | +125.7% | +380.9% | +307.3% |
| All | +3,365.1% | +7.0% | +3,358.1% | +2,247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling