-47.2%
SFM vs IFF
+33.4%
-80.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -10.6% | -3.2% | -7.4% | -10.2% |
| 30D | -15.5% | -0.3% | -15.2% | -15.4% |
| 3M | -17.4% | +8.4% | -25.9% | -18.4% |
| 6M | -3.4% | +23.0% | -26.5% | -7.0% |
| YTD | -8.7% | +25.5% | -34.1% | -13.4% |
| 1Y | -47.2% | +29.1% | -76.2% | -50.4% |
| All | -47.2% | +33.4% | -80.6% | -50.4% |
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 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