-77.5%
SNAP vs IFF
-16.2%
-61.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -3.2% | -2.8% | -0.4% | -1.9% |
| 30D | +0.2% | -1.1% | +1.3% | +0.9% |
| 3M | +2.6% | +13.8% | -11.2% | -4.0% |
| 6M | +12.4% | +16.7% | -4.2% | +2.3% |
| YTD | -31.6% | +26.1% | -57.7% | -40.5% |
| 1Y | -21.7% | +33.5% | -55.2% | -34.4% |
| 3Y | -41.2% | +31.6% | -72.8% | -50.3% |
| 5Y | -92.6% | -34.9% | -57.7% | -91.4% |
| All | -77.5% | -16.2% | -61.2% | -77.2% |
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 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