+328.5%
SMH vs FICO
+99.8%
+228.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -16.7% | +19.3% | +6.6% |
| 7D | +2.5% | -19.2% | +21.7% | +7.4% |
| 30D | -0.5% | -14.6% | +14.1% | +2.5% |
| 3M | -9.6% | -20.1% | +10.5% | -7.5% |
| 6M | +42.1% | -36.3% | +78.4% | +54.0% |
| YTD | +57.4% | -44.9% | +102.3% | +78.9% |
| 1Y | +96.2% | -38.6% | +134.8% | +109.1% |
| 3Y | +267.9% | +4.0% | +263.9% | +190.9% |
| All | +328.5% | +99.8% | +228.7% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling