+2,502.1%
SOXX vs FIS
+256.8%
+2,245.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.3% |
| 7D | +3.0% | -8.9% | +11.9% | +7.3% |
| 30D | -3.1% | -9.9% | +6.8% | +1.1% |
| 3M | -4.4% | 0.0% | -4.4% | -6.8% |
| 6M | +52.9% | -22.9% | +75.8% | +65.8% |
| YTD | +72.0% | -40.9% | +112.9% | +110.8% |
| 1Y | +105.1% | -40.4% | +145.5% | +149.1% |
| 3Y | +220.6% | -25.4% | +246.0% | +237.3% |
| 5Y | +244.8% | -64.8% | +309.6% | +402.1% |
| 10Y | +1,537.1% | -40.2% | +1,577.3% | +1,684.5% |
| All | +2,502.1% | +256.8% | +2,245.3% | +958.8% |
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