-99.8%
SOXS vs FIS
-37.2%
-62.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -9.0% |
| 7D | -7.0% | +1.1% | -8.1% | -8.3% |
| 30D | +2.8% | -2.2% | +5.0% | +5.3% |
| 3M | -9.8% | +2.1% | -12.0% | -9.1% |
| 6M | -99.2% | -14.7% | -84.5% | -98.7% |
| YTD | -99.5% | -35.7% | -63.8% | -99.2% |
| 1Y | -99.8% | -37.1% | -62.7% | -99.7% |
| All | -99.8% | -37.2% | -62.6% | -99.7% |
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