+538.5%
SMCI vs FICO
+81.4%
+457.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | -12.7% | -0.9% | -11.8% | -12.6% |
| 30D | -36.0% | +3.3% | -39.3% | -37.0% |
| 3M | -2.1% | -31.7% | +29.6% | +3.7% |
| 6M | -17.0% | -34.0% | +16.9% | -14.2% |
| YTD | -1.7% | -58.3% | +56.6% | +16.9% |
| 1Y | -28.7% | -57.9% | +29.2% | -15.8% |
| 3Y | +13.9% | -24.1% | +37.9% | -5.6% |
| All | +538.5% | +81.4% | +457.1% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling