-100.0%
SOXS vs FIS
-25.6%
-74.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.2% | +6.9% | +8.1% |
| 7D | -9.4% | -8.9% | -0.5% | -9.6% |
| 30D | +6.2% | -9.9% | +16.1% | +5.9% |
| 3M | -28.0% | 0.0% | -28.0% | -27.1% |
| 6M | -99.2% | -22.9% | -76.3% | -99.5% |
| YTD | -99.5% | -40.9% | -58.6% | -99.7% |
| 1Y | -99.7% | -40.4% | -59.3% | -99.9% |
| All | -100.0% | -25.6% | -74.4% | -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 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