That will not work.
You will have to push the SIM card into the slot all the way, it will then stay there.
That it comes back out shows you were not quite there to trigger the mechanism that would keep the ejector spring in check to keep the card in.
It should look like this in the end, but you will have to push it a bit further in than that to trigger the mechanism (and you would have to do the same again to get it out, the spring would eject it then) …
Also, be sure to not use a SIM card simply cut out of a larger one with scissors or a SIM cutter. Even if you could get the card in, this would often invite general hardware trouble with the phone and/or network connection trouble and would neither be supported by Fairphone (when diagnosed) nor by your mobile network provider.