-99.9%
SOXS vs FIS
-71.2%
-28.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +4.2% | +6.9% | +13.4% |
| 7D | -28.4% | +2.8% | -31.2% | -26.9% |
| 30D | +19.4% | -16.7% | +36.1% | +9.4% |
| 3M | +28.2% | -32.3% | +60.4% | +0.7% |
| 6M | -37.7% | -29.1% | -8.7% | -52.9% |
| YTD | -91.6% | -54.1% | -37.5% | -96.1% |
| 1Y | -93.1% | -53.7% | -39.4% | -96.7% |
| 3Y | -99.7% | -38.8% | -60.9% | -99.8% |
| All | -99.9% | -71.2% | -28.7% | -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 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