+211.7%
SMH vs FICO
-24.1%
+235.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | -6.7% | +0.9% | -7.6% | -6.8% |
| 30D | -19.8% | +9.4% | -29.3% | -20.7% |
| 3M | -15.1% | -30.4% | +15.3% | -13.1% |
| 6M | -14.6% | -35.1% | +20.5% | -13.8% |
| YTD | +34.3% | -56.8% | +91.1% | +48.6% |
| 1Y | +35.2% | -58.4% | +93.6% | +51.0% |
| 3Y | +211.7% | -26.7% | +238.4% | +153.7% |
| All | +211.7% | -24.1% | +235.8% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling