+319.5%
SN vs IFF
+8.1%
+311.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -9.3% | -1.8% | -7.5% | -8.6% |
| 30D | -4.8% | -2.0% | -2.8% | -4.0% |
| 3M | +40.4% | +18.5% | +21.9% | +30.1% |
| 6M | +50.9% | +11.7% | +39.3% | +42.4% |
| YTD | +54.9% | +29.6% | +25.4% | +35.8% |
| 1Y | +43.0% | +35.0% | +8.1% | +22.4% |
| 3Y | +391.8% | +32.3% | +359.6% | +337.6% |
| All | +319.5% | +8.1% | +311.5% | +289.7% |
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