-100.0%
SOXS vs FIS
-39.8%
-60.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.4% |
| 7D | -4.7% | -7.9% | +3.2% | -13.9% |
| 30D | +7.7% | -8.0% | +15.7% | -3.3% |
| 3M | -10.2% | +0.6% | -10.8% | -16.9% |
| 6M | -99.2% | -22.2% | -77.0% | -99.9% |
| YTD | -99.5% | -40.8% | -58.7% | -99.9% |
| 1Y | -99.8% | -41.5% | -58.2% | -100.0% |
| 3Y | -100.0% | -25.5% | -74.5% | -100.0% |
| 5Y | -100.0% | -64.8% | -35.2% | -100.0% |
| All | -100.0% | -39.8% | -60.2% | -100.0% |
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 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