+119.0%
SMTC vs FHN
+90.1%
+28.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +22.5% | 0.0% | +22.4% | +22.4% |
| 30D | +24.9% | -2.6% | +27.5% | +26.3% |
| 3M | +4.1% | 0.0% | +4.0% | +3.8% |
| 6M | +92.6% | +9.2% | +83.3% | +85.1% |
| YTD | +122.5% | +4.3% | +118.1% | +117.8% |
| 1Y | +166.2% | +10.8% | +155.5% | +152.7% |
| 3Y | +577.2% | +130.7% | +446.4% | +428.1% |
| 5Y | +119.0% | +87.4% | +31.6% | +66.8% |
| All | +119.0% | +90.1% | +28.9% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling