+677.3%
SMTC vs FHN
+132.8%
+544.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | -10.9% | +0.9% | -11.8% | -11.3% |
| 30D | -39.4% | +2.1% | -41.5% | -40.4% |
| 3M | -13.5% | -6.0% | -7.6% | -9.6% |
| 6M | -6.8% | -2.9% | -3.9% | -5.7% |
| YTD | +54.0% | +0.7% | +53.3% | +50.7% |
| 1Y | +50.8% | +11.0% | +39.8% | +36.5% |
| 3Y | +677.3% | +130.3% | +547.1% | +337.5% |
| All | +677.3% | +132.8% | +544.6% | +337.5% |
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