+1,789.8%
SMH vs FIS
-39.9%
+1,829.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.9% |
| 7D | +1.4% | -8.9% | +10.3% | +4.9% |
| 30D | -2.2% | -9.9% | +7.7% | +1.4% |
| 3M | -1.9% | 0.0% | -1.8% | -3.9% |
| 6M | +41.0% | -22.9% | +63.9% | +52.2% |
| YTD | +55.6% | -40.9% | +96.5% | +88.4% |
| 1Y | +86.8% | -40.4% | +127.3% | +124.3% |
| 3Y | +277.7% | -25.4% | +303.0% | +291.6% |
| 5Y | +324.2% | -64.8% | +389.0% | +527.9% |
| All | +1,789.8% | -39.9% | +1,829.6% | +2,002.3% |
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 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