+41.6%
SMH vs FICO
-59.4%
+101.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -2.9% |
| 7D | +4.9% | +2.2% | +2.7% | +5.2% |
| 30D | -13.8% | +0.1% | -13.9% | -13.7% |
| 3M | -17.4% | -35.2% | +17.8% | -20.9% |
| 6M | -15.0% | -32.4% | +17.4% | -19.5% |
| YTD | +35.2% | -57.4% | +92.6% | +28.2% |
| 1Y | +41.6% | -58.5% | +100.1% | +35.0% |
| All | +41.6% | -59.4% | +101.0% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling