+53,327.2%
SMTC vs FHN
+1,728.2%
+51,599.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.5% | +10.4% |
| 7D | +12.9% | -0.9% | +13.7% | +13.4% |
| 30D | -25.6% | +2.0% | -27.6% | -26.1% |
| 3M | -4.5% | -6.8% | +2.3% | -2.3% |
| 6M | -8.3% | -0.8% | -7.5% | -8.2% |
| YTD | +69.9% | +0.6% | +69.3% | +69.2% |
| 1Y | +73.9% | +11.5% | +62.4% | +67.3% |
| 3Y | +757.7% | +130.0% | +627.7% | +562.3% |
| 5Y | +38.7% | +60.8% | -22.1% | +12.5% |
| 10Y | +376.1% | +84.0% | +292.1% | +248.9% |
| All | +53,327.2% | +1,728.2% | +51,599.0% | +23,526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling