+1,475.7%
SMH vs FIS
-53.2%
+1,528.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.1% | -4.4% |
| 7D | +4.9% | +2.8% | +2.1% | +3.7% |
| 30D | -13.8% | -16.7% | +2.9% | -10.1% |
| 3M | -17.4% | -32.3% | +14.9% | -7.2% |
| 6M | -15.0% | -29.1% | +14.1% | -8.0% |
| YTD | +35.2% | -54.1% | +89.3% | +75.1% |
| 1Y | +41.6% | -53.7% | +95.3% | +82.5% |
| 3Y | +215.6% | -38.8% | +254.5% | +241.3% |
| 5Y | +233.2% | -71.1% | +304.3% | +412.3% |
| All | +1,475.7% | -53.2% | +1,528.8% | +1,690.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling