-19.3%
FIS vs SFM
+39.6%
-58.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -27.4% | -6.9% | -20.5% | -27.0% |
| 30D | -16.8% | -25.0% | +8.1% | -15.1% |
| 3M | -32.6% | -42.7% | +10.1% | -29.6% |
| 6M | -33.4% | -41.0% | +7.6% | -30.7% |
| YTD | -56.0% | -38.7% | -17.4% | -54.6% |
| 1Y | -55.1% | -38.1% | -17.0% | -53.6% |
| 3Y | -41.4% | +19.3% | -60.8% | -43.7% |
| 5Y | -72.7% | +103.1% | -175.8% | -75.4% |
| 10Y | -55.5% | +131.1% | -186.5% | -61.7% |
| All | -19.3% | +39.6% | -58.9% | -27.3% |
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