+286.8%
SMH vs FIS
-26.4%
+313.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.3% |
| 7D | +4.3% | -9.1% | +13.4% | +4.8% |
| 30D | +0.9% | -10.4% | +11.3% | +1.3% |
| 3M | -2.8% | -3.7% | +0.9% | -3.4% |
| 6M | +45.6% | -24.8% | +70.4% | +51.0% |
| YTD | +59.5% | -41.6% | +101.0% | +76.6% |
| 1Y | +93.4% | -42.7% | +136.2% | +115.1% |
| All | +286.8% | -26.4% | +313.3% | +273.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling