+72.2%
SMTC vs FHN
+14.6%
+57.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -13.6% |
| 7D | -24.5% | +2.3% | -26.8% | -25.3% |
| 30D | -42.5% | +1.6% | -44.1% | -43.0% |
| 3M | -14.1% | -8.4% | -5.7% | -10.0% |
| 6M | +3.6% | -2.3% | +5.9% | +3.4% |
| YTD | +50.6% | +1.5% | +49.1% | +42.3% |
| 1Y | +72.2% | +15.0% | +57.2% | +50.9% |
| All | +72.2% | +14.6% | +57.7% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling