+247.9%
SOXX vs FIS
-64.9%
+312.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.4% | -7.9% | +9.3% | +3.2% |
| 30D | -3.6% | -8.0% | +4.4% | -2.0% |
| 3M | -10.2% | +0.6% | -10.8% | -11.7% |
| 6M | +54.2% | -22.2% | +76.4% | +62.0% |
| YTD | +75.2% | -40.8% | +116.0% | +101.2% |
| 1Y | +107.5% | -41.5% | +149.0% | +138.5% |
| 3Y | +226.8% | -25.5% | +252.3% | +237.3% |
| All | +247.9% | -64.9% | +312.8% | +352.3% |
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