+216.7%
SMH vs FICO
+81.4%
+135.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -11.2% | -0.9% | -10.3% | -11.1% |
| 30D | -25.8% | +3.3% | -29.1% | -26.9% |
| 3M | -18.8% | -31.7% | +12.9% | -14.3% |
| 6M | -15.6% | -34.0% | +18.4% | -13.1% |
| YTD | +28.8% | -58.3% | +87.2% | +52.2% |
| 1Y | +32.6% | -57.9% | +90.5% | +55.5% |
| 3Y | +213.6% | -24.1% | +237.7% | +162.2% |
| All | +216.7% | +81.4% | +135.3% | +79.6% |
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