+345.3%
SAN vs IFF
-20.3%
+365.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.2% | -3.2% | +3.4% | +1.6% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | +19.1% | +8.4% | +10.7% | +14.6% |
| 6M | +33.2% | +23.0% | +10.2% | +20.7% |
| YTD | +29.1% | +25.5% | +3.6% | +15.3% |
| 1Y | +50.2% | +29.1% | +21.2% | +32.0% |
| 3Y | +351.0% | +31.7% | +319.4% | +283.4% |
| 5Y | +394.7% | -35.2% | +429.9% | +461.0% |
| All | +345.3% | -20.3% | +365.5% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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