+1,007.3%
SMH vs FICO
+5,820.6%
-4,813.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | -25.8% | +3.3% | -29.1% | -27.7% |
| 3M | -18.8% | -31.7% | +12.9% | -11.9% |
| 6M | -15.6% | -34.0% | +18.4% | -10.4% |
| YTD | +28.8% | -58.3% | +87.2% | +58.3% |
| 1Y | +32.6% | -57.9% | +90.5% | +61.7% |
| 3Y | +213.6% | -24.1% | +237.7% | +186.6% |
| 5Y | +222.4% | +85.3% | +137.1% | +100.1% |
| 10Y | +1,429.6% | +520.3% | +909.4% | +493.5% |
| All | +1,007.3% | +5,820.6% | -4,813.4% | +49.5% |
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