+84.4%
INDA vs SFM
+280.6%
-196.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.5% |
| 7D | -2.6% | -7.2% | +4.6% | -2.1% |
| 30D | -2.9% | -14.3% | +11.4% | -1.8% |
| 3M | +2.4% | -13.7% | +16.1% | +3.3% |
| 6M | -2.6% | -6.0% | +3.4% | -2.6% |
| YTD | -10.0% | -8.2% | -1.7% | -9.9% |
| 1Y | -7.7% | -46.2% | +38.6% | -3.6% |
| 3Y | +8.9% | +83.6% | -74.7% | +1.0% |
| 5Y | +6.0% | +212.7% | -206.7% | -8.2% |
| 10Y | +84.4% | +273.0% | -188.6% | +46.7% |
| All | +84.4% | +280.6% | -196.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling