+4,878.2%
SNPS vs IFF
+486.5%
+4,391.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -5.8% | -0.3% | -5.4% | -5.7% |
| 3M | -17.2% | +18.6% | -35.8% | -22.7% |
| 6M | -10.4% | +17.4% | -27.7% | -17.1% |
| YTD | -16.5% | +28.5% | -45.0% | -25.8% |
| 1Y | -35.6% | +32.5% | -68.2% | -43.5% |
| 3Y | -14.6% | +34.1% | -48.7% | -26.9% |
| 5Y | +16.5% | -35.2% | +51.6% | +27.1% |
| 10Y | +556.6% | -21.1% | +577.6% | +530.7% |
| All | +4,878.2% | +486.5% | +4,391.7% | +1,928.2% |
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 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 · 6 months rolling