+275.6%
SFM vs IFF
-20.3%
+295.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -10.6% | -3.2% | -7.4% | -10.1% |
| 30D | -15.5% | -0.3% | -15.2% | -15.4% |
| 3M | -17.4% | +8.4% | -25.9% | -18.8% |
| 6M | -3.4% | +23.0% | -26.5% | -7.9% |
| YTD | -8.7% | +25.5% | -34.1% | -13.3% |
| 1Y | -47.2% | +29.1% | -76.2% | -50.2% |
| 3Y | +82.7% | +31.7% | +51.1% | +68.9% |
| 5Y | +214.3% | -35.2% | +249.5% | +226.9% |
| All | +275.6% | -20.3% | +295.9% | +259.4% |
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