+1,097.4%
SMH vs FHN
+132.2%
+965.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +12.1% | +1.3% | +10.8% | +11.7% |
| 30D | -14.7% | +2.8% | -17.5% | -15.4% |
| 3M | -14.2% | -8.9% | -5.3% | -11.8% |
| 6M | -10.6% | -0.7% | -9.9% | -10.6% |
| YTD | +39.3% | +0.1% | +39.2% | +38.8% |
| 1Y | +41.6% | +10.4% | +31.2% | +36.8% |
| 3Y | +223.4% | +128.8% | +94.5% | +148.3% |
| 5Y | +243.5% | +61.5% | +182.0% | +174.0% |
| 10Y | +1,506.6% | +83.0% | +1,423.6% | +1,030.8% |
| All | +1,097.4% | +132.2% | +965.2% | +481.4% |
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 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