+1,253.2%
SMH vs FICO
+7,734.2%
-6,481.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -16.7% | +19.3% | +8.6% |
| 7D | +2.5% | -19.2% | +21.7% | +9.7% |
| 30D | -0.5% | -14.6% | +14.1% | +3.9% |
| 3M | -9.6% | -20.1% | +10.5% | -5.9% |
| 6M | +42.1% | -36.3% | +78.4% | +57.0% |
| YTD | +57.4% | -44.9% | +102.3% | +82.5% |
| 1Y | +96.2% | -38.6% | +134.8% | +113.6% |
| 3Y | +267.9% | +4.0% | +263.9% | +211.8% |
| 5Y | +327.7% | +99.5% | +228.1% | +171.4% |
| 10Y | +1,764.6% | +604.7% | +1,160.0% | +619.8% |
| All | +1,253.2% | +7,734.2% | -6,481.0% | +72.3% |
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