+233.7%
SMH vs FIS
-71.2%
+304.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.1% | -3.8% |
| 7D | +4.9% | +2.8% | +2.1% | +4.3% |
| 30D | -13.8% | -16.7% | +2.9% | -11.8% |
| 3M | -17.4% | -32.3% | +14.9% | -11.6% |
| 6M | -15.0% | -29.1% | +14.1% | -11.0% |
| YTD | +35.2% | -54.1% | +89.3% | +60.9% |
| 1Y | +41.6% | -53.7% | +95.3% | +68.0% |
| 3Y | +215.6% | -38.8% | +254.5% | +230.5% |
| All | +233.7% | -71.2% | +304.9% | +340.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling