+115.9%
INDA vs SFM
+140.2%
-24.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +1.1% | +6.0% | -4.9% | +0.7% |
| 30D | +9.4% | -19.5% | +28.8% | +10.8% |
| 3M | +2.9% | -37.0% | +40.0% | +6.2% |
| 6M | +7.2% | -41.0% | +48.2% | +11.0% |
| YTD | -4.8% | -34.6% | +29.8% | -2.6% |
| 1Y | -5.1% | -36.3% | +31.2% | -2.7% |
| 3Y | +16.7% | +24.5% | -7.9% | +10.8% |
| 5Y | +8.8% | +115.9% | -107.1% | -3.8% |
| All | +115.9% | +140.2% | -24.3% | +83.0% |
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