+1,119.6%
SMCI vs FICO
+544.0%
+575.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.4% |
| 7D | -6.0% | -0.1% | -6.0% | -6.0% |
| 30D | -31.7% | +8.4% | -40.1% | -34.2% |
| 3M | -8.1% | -30.5% | +22.4% | -1.0% |
| 6M | -19.1% | -35.7% | +16.6% | -13.4% |
| YTD | -2.3% | -57.2% | +54.9% | +20.1% |
| 1Y | -28.1% | -58.4% | +30.3% | -10.8% |
| 3Y | +8.0% | -24.8% | +32.8% | -6.3% |
| 5Y | +537.8% | +79.3% | +458.6% | +252.9% |
| 10Y | +1,119.6% | +531.6% | +588.0% | +254.8% |
| All | +1,119.6% | +544.0% | +575.7% | +254.8% |
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