+115.1%
INDA vs SBAC
+354.2%
-239.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +0.7% | -0.8% | +1.5% | +0.9% |
| 30D | -0.8% | +6.9% | -7.7% | -2.5% |
| 3M | +3.9% | -8.2% | +12.2% | +5.8% |
| 6M | -0.7% | -1.6% | +0.9% | -1.4% |
| YTD | -7.7% | -0.1% | -7.5% | -8.9% |
| 1Y | -5.1% | -0.5% | -4.6% | -6.4% |
| 3Y | +13.6% | -9.1% | +22.7% | +12.2% |
| 5Y | +7.8% | -43.8% | +51.6% | +21.6% |
| 10Y | +84.6% | +80.5% | +4.1% | +32.7% |
| All | +115.1% | +354.2% | -239.1% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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