+11.1%
SMR vs FHN
+23.0%
-11.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.3% | +15.9% |
| 7D | +21.4% | +2.7% | +18.7% | +19.5% |
| 30D | +13.8% | -3.1% | +17.0% | +15.5% |
| 3M | +3.9% | +2.3% | +1.6% | +1.6% |
| 6M | -4.2% | +9.7% | -13.9% | -9.6% |
| YTD | -21.1% | +4.7% | -25.8% | -23.2% |
| 1Y | -67.1% | +13.8% | -80.8% | -69.7% |
| 3Y | +88.9% | +131.6% | -42.7% | +32.3% |
| All | +11.1% | +23.0% | -11.9% | -18.5% |
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