+1,475.7%
SMH vs FICO
+527.0%
+948.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +4.9% | +2.2% | +2.7% | +4.2% |
| 30D | -13.8% | +0.1% | -13.9% | -14.7% |
| 3M | -17.4% | -35.2% | +17.8% | -8.3% |
| 6M | -15.0% | -32.4% | +17.4% | -10.9% |
| YTD | +35.2% | -57.4% | +92.6% | +67.7% |
| 1Y | +41.6% | -58.5% | +100.1% | +77.3% |
| 3Y | +215.6% | -28.9% | +244.5% | +177.3% |
| 5Y | +233.2% | +91.7% | +141.5% | +64.6% |
| All | +1,475.7% | +527.0% | +948.7% | +287.3% |
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 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