+968.5%
SMH vs FICO
+5,844.6%
-4,876.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.9% | -12.1% | -11.5% |
| 7D | -20.3% | -0.3% | -20.0% | -20.3% |
| 30D | -29.2% | +1.7% | -30.9% | -30.6% |
| 3M | -21.4% | -35.2% | +13.8% | -13.1% |
| 6M | -14.3% | -33.7% | +19.3% | -9.2% |
| YTD | +24.3% | -58.2% | +82.5% | +52.6% |
| 1Y | +24.9% | -56.6% | +81.5% | +50.5% |
| 3Y | +203.5% | -24.0% | +227.5% | +177.3% |
| 5Y | +211.2% | +86.1% | +125.1% | +92.9% |
| 10Y | +1,376.1% | +522.8% | +853.3% | +471.9% |
| All | +968.5% | +5,844.6% | -4,876.0% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling