+43.4%
SMH vs FIS
-50.5%
+93.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.7% | +20.9% | -7.5% |
| 7D | -11.2% | -18.4% | +7.3% | -13.4% |
| 30D | -20.4% | -11.4% | -9.1% | -20.3% |
| 3M | -12.4% | -32.0% | +19.6% | -18.7% |
| 6M | -0.5% | -35.6% | +35.1% | -5.4% |
| YTD | +40.0% | -53.8% | +93.8% | +41.3% |
| 1Y | +43.4% | -51.1% | +94.5% | +42.3% |
| All | +43.4% | -50.5% | +93.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling