-43.7%
SNAP vs IFF
+30.1%
-73.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | -5.0% | -3.0% | -2.0% | -3.7% |
| 30D | -0.7% | -0.9% | +0.2% | -0.2% |
| 3M | -5.0% | +11.8% | -16.9% | -10.2% |
| 6M | +3.5% | +16.5% | -13.0% | -5.5% |
| YTD | -34.2% | +26.5% | -60.7% | -43.6% |
| 1Y | -27.1% | +32.7% | -59.8% | -40.0% |
| All | -43.7% | +30.1% | -73.8% | -53.0% |
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