+450.0%
SN vs IFF
+22.2%
+427.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.9% | +2.4% |
| 7D | +1.5% | -1.8% | +3.3% | +2.5% |
| 30D | +21.5% | -9.4% | +30.9% | +27.0% |
| 3M | +20.0% | -3.0% | +23.0% | +20.9% |
| 6M | +119.9% | +5.8% | +114.1% | +111.8% |
| YTD | +102.3% | +22.4% | +80.0% | +77.8% |
| 1Y | +148.0% | +23.0% | +124.9% | +116.9% |
| 3Y | +450.0% | +21.8% | +428.2% | +373.5% |
| All | +450.0% | +22.2% | +427.8% | +373.5% |
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 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