+4,419.4%
SMCI vs FICO
+2,372.9%
+2,046.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -16.7% | +21.2% | +11.1% |
| 7D | +6.8% | -19.2% | +26.0% | +14.8% |
| 30D | +30.6% | -14.6% | +45.2% | +36.9% |
| 3M | -15.6% | -20.1% | +4.5% | -11.9% |
| 6M | +21.3% | -36.3% | +57.6% | +34.8% |
| YTD | +35.3% | -44.9% | +80.1% | +59.4% |
| 1Y | -2.7% | -38.6% | +35.9% | +6.4% |
| 3Y | +40.3% | +4.0% | +36.3% | +15.0% |
| 5Y | +941.8% | +99.5% | +842.3% | +510.8% |
| 10Y | +1,687.4% | +604.7% | +1,082.7% | +462.4% |
| All | +4,419.4% | +2,372.9% | +2,046.5% | +453.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling