+978.2%
SMCI vs FICO
+99.8%
+878.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.7% | +21.2% | +8.5% |
| 7D | +6.8% | -19.2% | +26.0% | +11.7% |
| 30D | +30.6% | -14.6% | +45.2% | +34.4% |
| 3M | -15.6% | -20.1% | +4.5% | -13.8% |
| 6M | +21.3% | -36.3% | +57.6% | +31.3% |
| YTD | +35.3% | -44.9% | +80.1% | +53.6% |
| 1Y | -2.7% | -38.6% | +35.9% | +3.5% |
| 3Y | +40.3% | +4.0% | +36.3% | +11.2% |
| All | +978.2% | +99.8% | +878.4% | +556.3% |
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