-40.2%
FIS vs SFM
+293.3%
-333.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.5% | +0.6% | -5.3% |
| 7D | -3.5% | -5.8% | +2.4% | -3.0% |
| 30D | -7.8% | -11.4% | +3.5% | -6.9% |
| 3M | +0.8% | -12.2% | +13.0% | +1.8% |
| 6M | -21.9% | -5.2% | -16.7% | -21.9% |
| YTD | -39.5% | -4.5% | -35.0% | -39.6% |
| 1Y | -41.0% | -45.4% | +4.4% | -38.4% |
| 3Y | -23.6% | +91.1% | -114.7% | -28.9% |
| 5Y | -65.6% | +226.8% | -292.4% | -69.9% |
| 10Y | -40.2% | +291.9% | -332.1% | -51.1% |
| All | -40.2% | +293.3% | -333.5% | -51.1% |
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 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