+226.8%
SOXX vs FIS
-25.5%
+252.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.4% | -7.9% | +9.3% | +1.7% |
| 30D | -3.6% | -8.0% | +4.4% | -3.3% |
| 3M | -10.2% | +0.6% | -10.8% | -11.3% |
| 6M | +54.2% | -22.2% | +76.4% | +59.4% |
| YTD | +75.2% | -40.8% | +116.0% | +96.4% |
| 1Y | +107.5% | -41.5% | +149.0% | +133.0% |
| 3Y | +226.8% | -25.5% | +252.3% | +218.4% |
| All | +226.8% | -25.5% | +252.2% | +218.4% |
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