+950.2%
SMCI vs FICO
+524.6%
+425.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.6% | -9.7% | -10.8% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | -30.9% | -0.8% | -30.1% | -31.3% |
| 3M | -28.2% | -31.3% | +3.1% | -22.4% |
| 6M | -17.7% | -33.9% | +16.3% | -12.9% |
| YTD | -7.8% | -57.6% | +49.8% | +13.7% |
| 1Y | -28.8% | -59.7% | +30.8% | -10.6% |
| 3Y | +1.5% | -28.0% | +29.5% | -10.2% |
| 5Y | +517.8% | +91.0% | +426.8% | +231.1% |
| All | +950.2% | +524.6% | +425.6% | +205.0% |
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