+1,803.3%
SMH vs FICO
+607.5%
+1,195.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +5.2% | -15.4% | +20.7% | +10.9% |
| 30D | -1.5% | -10.4% | +8.8% | +1.1% |
| 3M | -4.1% | -22.7% | +18.6% | +1.0% |
| 6M | +50.8% | -36.8% | +87.5% | +68.5% |
| YTD | +59.3% | -44.8% | +104.1% | +87.6% |
| 1Y | +94.1% | -39.3% | +133.4% | +112.9% |
| 3Y | +286.7% | +3.7% | +283.0% | +201.8% |
| 5Y | +339.4% | +101.7% | +237.7% | +130.7% |
| 10Y | +1,803.3% | +602.8% | +1,200.5% | +370.9% |
| All | +1,803.3% | +607.5% | +1,195.7% | +370.9% |
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