+121.8%
INDA vs SBAC
+357.0%
-235.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +9.4% | +5.5% | +3.9% | +7.8% |
| 3M | +2.9% | +3.1% | -0.1% | +1.9% |
| 6M | +7.2% | -7.0% | +14.3% | +8.4% |
| YTD | -4.8% | +0.5% | -5.3% | -6.5% |
| 1Y | -5.1% | +0.2% | -5.3% | -6.7% |
| 3Y | +16.7% | -7.4% | +24.0% | +14.6% |
| 5Y | +8.8% | -39.7% | +48.5% | +19.6% |
| 10Y | +116.2% | +112.5% | +3.7% | +45.5% |
| All | +121.8% | +357.0% | -235.2% | -3.7% |
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