+341.1%
SAN vs IFF
+29.7%
+311.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.8% | -2.8% | 0.0% | -1.9% |
| 30D | -0.5% | -1.1% | +0.6% | -0.2% |
| 3M | +22.7% | +13.8% | +8.9% | +17.0% |
| 6M | +28.8% | +16.7% | +12.1% | +21.1% |
| YTD | +26.3% | +26.1% | +0.1% | +15.0% |
| 1Y | +48.8% | +33.5% | +15.3% | +32.5% |
| All | +341.1% | +29.7% | +311.4% | +306.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling