-16.5%
INDA vs SARO
-23.7%
+7.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -3.6% | -4.0% | +0.4% | -3.1% |
| 30D | -4.0% | -16.1% | +12.2% | -1.6% |
| 3M | +1.7% | -4.5% | +6.2% | +2.2% |
| 6M | -3.6% | -17.0% | +13.4% | -1.7% |
| YTD | -11.0% | -17.5% | +6.5% | -9.2% |
| 1Y | -9.5% | -12.3% | +2.8% | -8.6% |
| All | -16.5% | -23.7% | +7.2% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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