-62.2%
FIS vs SFM
+230.0%
-292.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -2.2% | -4.4% | +2.2% | -2.0% |
| 3M | +2.1% | +1.5% | +0.6% | +1.8% |
| 6M | -14.7% | +6.5% | -21.1% | -15.4% |
| YTD | -35.7% | +2.2% | -37.9% | -36.1% |
| 1Y | -37.1% | -41.9% | +4.8% | -34.9% |
| 3Y | -20.0% | +106.8% | -126.8% | -23.8% |
| All | -62.2% | +230.0% | -292.2% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling