+1,776.0%
SMCI vs FICO
+607.5%
+1,168.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +9.7% | -15.4% | +25.1% | +15.1% |
| 30D | +29.3% | -10.4% | +39.7% | +32.6% |
| 3M | -8.5% | -22.7% | +14.2% | -4.1% |
| 6M | +28.6% | -36.8% | +65.4% | +42.5% |
| YTD | +37.5% | -44.8% | +82.3% | +60.8% |
| 1Y | +0.5% | -39.3% | +39.9% | +9.7% |
| 3Y | +43.4% | +3.7% | +39.7% | +14.4% |
| 5Y | +1,008.2% | +101.7% | +906.4% | +520.7% |
| 10Y | +1,776.0% | +602.8% | +1,173.3% | +438.1% |
| All | +1,776.0% | +607.5% | +1,168.5% | +438.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling