-35.0%
SFM vs IFF
+44.8%
-79.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +4.3% |
| 7D | -12.3% | -3.3% | -9.0% | -11.8% |
| 30D | -16.2% | +5.3% | -21.5% | -16.5% |
| 3M | -36.8% | +8.9% | -45.7% | -37.3% |
| 6M | -32.6% | +26.3% | -58.9% | -33.9% |
| YTD | -31.7% | +32.2% | -63.9% | -33.6% |
| 1Y | -35.0% | +45.8% | -80.7% | -36.2% |
| All | -35.0% | +44.8% | -79.8% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling