-53.7%
SMR vs FHN
+18.2%
-71.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.6% |
| 7D | -8.3% | +2.1% | -10.4% | -9.3% |
| 30D | -20.1% | +3.8% | -23.9% | -21.6% |
| 3M | -52.7% | -8.9% | -43.7% | -50.1% |
| 6M | -61.0% | +1.8% | -62.9% | -61.7% |
| YTD | -67.1% | +0.6% | -67.7% | -67.1% |
| 1Y | -79.9% | +12.9% | -92.8% | -81.2% |
| 3Y | +101.7% | +126.4% | -24.6% | +44.1% |
| All | -53.7% | +18.2% | -71.8% | -65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling