+447.8%
SN vs IFF
+2.0%
+445.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.9% | +2.4% |
| 7D | +1.5% | -1.8% | +3.3% | +2.4% |
| 30D | +21.5% | -9.4% | +30.9% | +26.5% |
| 3M | +20.0% | -3.0% | +23.0% | +20.9% |
| 6M | +119.9% | +5.8% | +114.1% | +112.8% |
| YTD | +102.3% | +22.4% | +80.0% | +80.9% |
| 1Y | +148.0% | +23.0% | +124.9% | +120.9% |
| 3Y | +450.0% | +21.8% | +428.2% | +403.2% |
| All | +447.8% | +2.0% | +445.7% | +419.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling