-100.0%
SOXS vs FIS
+125.6%
-225.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -12.7% |
| 7D | -15.6% | -3.5% | -12.1% | -19.9% |
| 30D | +4.8% | -7.8% | +12.6% | -7.4% |
| 3M | -21.6% | +0.8% | -22.5% | -28.4% |
| 6M | -99.3% | -21.9% | -77.4% | -99.9% |
| YTD | -99.5% | -39.5% | -60.0% | -100.0% |
| 1Y | -99.8% | -41.0% | -58.8% | -100.0% |
| 3Y | -100.0% | -23.6% | -76.4% | -100.0% |
| 5Y | -100.0% | -65.6% | -34.4% | -100.0% |
| 10Y | -100.0% | -40.2% | -59.8% | -100.0% |
| All | -100.0% | +125.6% | -225.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling