+2,101.2%
SIMO vs FHN
-0.5%
+2,101.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | -22.0% | -1.0% | -21.0% | -21.8% |
| 30D | -43.0% | +0.2% | -43.3% | -43.2% |
| 3M | -39.1% | -9.0% | -30.2% | -37.6% |
| 6M | -33.3% | -6.8% | -26.5% | -32.2% |
| YTD | +77.0% | -1.5% | +78.5% | +76.5% |
| 1Y | +73.0% | +10.9% | +62.1% | +66.8% |
| 3Y | +215.7% | +119.4% | +96.4% | +149.3% |
| 5Y | +155.6% | +57.5% | +98.1% | +108.6% |
| 10Y | +388.4% | +114.1% | +274.2% | +232.0% |
| All | +2,101.2% | -0.5% | +2,101.7% | +1,418.8% |
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