+1,469.9%
SMH vs FICO
+544.0%
+926.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.3% | +4.2% |
| 7D | -4.1% | -0.1% | -4.1% | -4.1% |
| 30D | -19.2% | +8.4% | -27.6% | -22.4% |
| 3M | -16.4% | -30.5% | +14.1% | -9.6% |
| 6M | -14.0% | -35.7% | +21.8% | -7.9% |
| YTD | +35.3% | -57.2% | +92.5% | +67.6% |
| 1Y | +40.4% | -58.4% | +98.9% | +75.7% |
| 3Y | +226.8% | -24.8% | +251.7% | +179.3% |
| 5Y | +232.3% | +79.3% | +153.0% | +70.5% |
| 10Y | +1,469.9% | +531.6% | +938.3% | +279.8% |
| All | +1,469.9% | +544.0% | +926.0% | +279.8% |
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