+499.6%
SMTC vs FHN
+129.4%
+370.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.3% |
| 7D | +17.5% | -0.8% | +18.3% | +17.9% |
| 30D | +21.3% | -2.6% | +23.9% | +22.8% |
| 3M | +3.1% | +0.8% | +2.3% | +2.4% |
| 6M | +81.7% | +9.2% | +72.5% | +74.3% |
| YTD | +115.9% | +5.1% | +110.8% | +110.5% |
| 1Y | +157.8% | +12.2% | +145.6% | +142.4% |
| 3Y | +557.3% | +132.4% | +424.9% | +367.0% |
| 5Y | +114.7% | +91.1% | +23.6% | +48.5% |
| All | +499.6% | +129.4% | +370.1% | +259.6% |
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