-18.1%
FIS vs SFM
+40.3%
-58.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.8% |
| 7D | -25.5% | -1.2% | -24.3% | -25.5% |
| 30D | -15.1% | -24.8% | +9.7% | -13.3% |
| 3M | -32.1% | -43.7% | +11.6% | -29.0% |
| 6M | -36.1% | -37.3% | +1.2% | -33.9% |
| YTD | -55.4% | -38.4% | -17.0% | -53.9% |
| 1Y | -53.9% | -36.9% | -17.0% | -52.5% |
| 3Y | -39.8% | +20.7% | -60.4% | -42.2% |
| 5Y | -71.1% | +103.5% | -174.6% | -74.0% |
| 10Y | -53.8% | +139.7% | -193.6% | -60.5% |
| All | -18.1% | +40.3% | -58.4% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling