-90.5%
SNAP vs IFF
-39.2%
-51.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +6.0% | -1.8% | +7.8% | +7.0% |
| 30D | -13.8% | -9.4% | -4.4% | -9.5% |
| 3M | -0.8% | -3.0% | +2.2% | +0.3% |
| 6M | -6.2% | +5.8% | -12.0% | -10.5% |
| YTD | -34.8% | +22.4% | -57.2% | -44.6% |
| 1Y | -38.7% | +23.0% | -61.7% | -48.2% |
| 3Y | -53.5% | +21.8% | -75.2% | -61.1% |
| All | -90.5% | -39.2% | -51.4% | -85.9% |
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