-95.2%
SNDQ vs IFF
+18.1%
-113.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | +11.6% | -3.2% | +14.8% | +12.6% |
| 30D | -45.1% | -0.3% | -44.8% | -44.8% |
| 3M | -68.6% | +8.4% | -77.1% | -69.0% |
| All | -95.2% | +18.1% | -113.3% | -94.9% |
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 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 · Available span rolling