+1,524.2%
SMH vs FICO
+524.6%
+999.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.5% |
| 7D | +12.1% | +1.4% | +10.7% | +11.6% |
| 30D | -14.7% | -0.8% | -13.9% | -15.3% |
| 3M | -14.2% | -31.3% | +17.1% | -6.9% |
| 6M | -10.6% | -33.9% | +23.3% | -5.4% |
| YTD | +39.3% | -57.6% | +96.9% | +73.0% |
| 1Y | +41.6% | -59.7% | +101.2% | +79.4% |
| 3Y | +223.4% | -28.0% | +251.4% | +182.1% |
| 5Y | +243.5% | +91.0% | +152.5% | +69.9% |
| All | +1,524.2% | +524.6% | +999.6% | +299.7% |
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