+571.7%
SMTC vs FHN
+134.1%
+437.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.0% | +10.8% |
| 7D | +22.9% | +2.7% | +20.3% | +20.5% |
| 30D | +16.6% | -3.1% | +19.7% | +19.5% |
| 3M | +2.4% | +2.3% | +0.1% | -0.1% |
| 6M | +98.3% | +9.7% | +88.5% | +83.4% |
| YTD | +120.7% | +4.7% | +115.9% | +110.5% |
| 1Y | +168.3% | +13.8% | +154.5% | +136.1% |
| 3Y | +571.7% | +131.6% | +440.1% | +280.3% |
| All | +571.7% | +134.1% | +437.6% | +280.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling