+89.8%
SFM vs IFF
+42.6%
+47.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.3% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -11.4% | -0.3% | -11.0% | -11.3% |
| 3M | -12.2% | +18.6% | -30.8% | -15.2% |
| 6M | -5.2% | +17.4% | -22.5% | -8.8% |
| YTD | -4.5% | +28.5% | -32.9% | -10.0% |
| 1Y | -45.4% | +32.5% | -77.9% | -48.9% |
| 3Y | +91.1% | +34.1% | +57.0% | +75.5% |
| 5Y | +226.8% | -35.2% | +262.0% | +240.9% |
| 10Y | +291.9% | -21.1% | +313.0% | +271.7% |
| All | +89.8% | +42.6% | +47.2% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling