-55.3%
FIS vs SFM
+146.8%
-202.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.4% |
| 7D | -29.4% | -10.2% | -19.2% | -28.8% |
| 30D | -16.7% | -23.9% | +7.1% | -15.2% |
| 3M | -33.0% | -42.3% | +9.3% | -30.1% |
| 6M | -33.3% | -40.1% | +6.8% | -30.9% |
| YTD | -56.0% | -37.8% | -18.2% | -54.6% |
| 1Y | -54.6% | -37.1% | -17.5% | -53.2% |
| 3Y | -40.6% | +21.5% | -62.2% | -42.9% |
| 5Y | -71.9% | +103.8% | -175.7% | -74.5% |
| 10Y | -55.3% | +142.0% | -197.3% | -61.5% |
| All | -55.3% | +146.8% | -202.1% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling