+331.5%
SMTC vs FHN
+90.9%
+240.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | -10.9% | +0.9% | -11.8% | -11.1% |
| 30D | -39.4% | +2.1% | -41.5% | -40.0% |
| 3M | -13.5% | -6.0% | -7.6% | -11.2% |
| 6M | -6.8% | -2.9% | -3.9% | -6.0% |
| YTD | +54.0% | +0.7% | +53.3% | +52.9% |
| 1Y | +50.8% | +11.0% | +39.8% | +43.2% |
| 3Y | +677.3% | +130.3% | +547.1% | +455.9% |
| 5Y | +28.7% | +61.3% | -32.5% | -3.6% |
| All | +331.5% | +90.9% | +240.6% | +194.3% |
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