+19.5%
SNPS vs IFF
-36.2%
+55.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.6% | -2.8% | -1.8% | -3.8% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | -13.8% | +13.8% | -27.6% | -17.6% |
| 6M | -8.2% | +16.7% | -24.9% | -14.0% |
| YTD | -15.4% | +26.1% | -41.6% | -23.5% |
| 1Y | +2.4% | +33.5% | -31.1% | -9.6% |
| 3Y | -13.5% | +31.6% | -45.1% | -25.2% |
| 5Y | +19.5% | -34.9% | +54.3% | +42.2% |
| All | +19.5% | -36.2% | +55.7% | +42.2% |
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 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