+7.5%
INDA vs SFM
+219.5%
-212.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.3% |
| 7D | -1.0% | -5.8% | +4.8% | -0.7% |
| 30D | -2.5% | -11.4% | +8.8% | -2.0% |
| 3M | +4.0% | -12.2% | +16.2% | +4.5% |
| 6M | -1.8% | -5.2% | +3.4% | -1.8% |
| YTD | -9.2% | -4.5% | -4.7% | -9.3% |
| 1Y | -7.2% | -45.4% | +38.2% | -4.2% |
| 3Y | +9.8% | +91.1% | -81.3% | +5.6% |
| 5Y | +7.5% | +226.8% | -219.3% | +2.7% |
| All | +7.5% | +219.5% | -212.0% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling