+81.3%
SFM vs IFF
+29.7%
+51.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -8.8% | -2.8% | -6.0% | -8.3% |
| 30D | -14.5% | -1.1% | -13.3% | -14.3% |
| 3M | -16.8% | +13.8% | -30.7% | -18.5% |
| 6M | -5.3% | +16.7% | -22.0% | -8.0% |
| YTD | -9.4% | +26.1% | -35.5% | -13.3% |
| 1Y | -46.2% | +33.5% | -79.7% | -49.0% |
| All | +81.3% | +29.7% | +51.6% | +67.2% |
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 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