+289.1%
SN vs IFF
+4.6%
+284.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -7.3% | -3.2% | -4.1% | -5.9% |
| 30D | -13.6% | -0.3% | -13.3% | -13.5% |
| 3M | +18.6% | +8.4% | +10.2% | +14.2% |
| 6M | +46.0% | +23.0% | +22.9% | +31.7% |
| YTD | +43.7% | +25.5% | +18.2% | +27.8% |
| 1Y | +39.2% | +29.1% | +10.1% | +21.7% |
| 3Y | +306.5% | +31.7% | +274.8% | +264.8% |
| All | +289.1% | +4.6% | +284.5% | +266.8% |
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