+41.6%
SMH vs FIS
-53.6%
+95.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.1% | -2.2% |
| 7D | +4.9% | +2.8% | +2.1% | +5.5% |
| 30D | -13.8% | -16.7% | +2.9% | -15.2% |
| 3M | -17.4% | -32.3% | +14.9% | -23.5% |
| 6M | -15.0% | -29.1% | +14.1% | -19.0% |
| YTD | +35.2% | -54.1% | +89.3% | +36.0% |
| 1Y | +41.6% | -53.7% | +95.3% | +42.1% |
| All | +41.6% | -53.6% | +95.2% | +42.1% |
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