-51.1%
FIS vs SFM
-35.8%
-15.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.6% | -27.3% | -23.8% |
| 7D | -18.4% | -12.3% | -6.2% | -18.1% |
| 30D | -11.4% | -16.2% | +4.8% | -10.6% |
| 3M | -32.0% | -36.8% | +4.8% | -29.7% |
| 6M | -35.6% | -32.6% | -3.0% | -33.9% |
| YTD | -53.8% | -31.7% | -22.1% | -52.7% |
| 1Y | -51.1% | -35.0% | -16.1% | -50.1% |
| All | -51.1% | -35.8% | -15.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling