+62,999.7%
SMTC vs FHN
+1,824.4%
+61,175.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.3% |
| 7D | +12.7% | +1.2% | +11.6% | +12.3% |
| 30D | +22.0% | -4.7% | +26.7% | +23.9% |
| 3M | -12.7% | +3.5% | -16.2% | -13.8% |
| 6M | +64.8% | +7.8% | +57.0% | +60.7% |
| YTD | +100.7% | +5.9% | +94.8% | +96.7% |
| 1Y | +146.9% | +12.5% | +134.4% | +135.9% |
| 3Y | +456.8% | +117.2% | +339.6% | +337.1% |
| 5Y | +89.2% | +86.5% | +2.7% | +46.2% |
| 10Y | +426.9% | +125.7% | +301.1% | +263.0% |
| All | +62,999.7% | +1,824.4% | +61,175.3% | +27,361.9% |
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