+340.7%
SMTC vs FHN
+81.8%
+258.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | +11.0% | +2.1% | +8.9% | +10.1% |
| 30D | -28.5% | +3.8% | -32.3% | -29.7% |
| 3M | -14.2% | -8.9% | -5.3% | -10.6% |
| 6M | -18.0% | +1.8% | -19.8% | -18.9% |
| YTD | +55.5% | +0.6% | +54.9% | +54.4% |
| 1Y | +69.5% | +12.9% | +56.6% | +59.7% |
| 3Y | +699.7% | +126.4% | +573.3% | +475.6% |
| 5Y | +27.4% | +62.3% | -34.9% | -4.9% |
| All | +340.7% | +81.8% | +258.9% | +199.4% |
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