+156.5%
INDA vs SFM
+44.5%
+112.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.6% |
| 7D | +3.1% | -7.1% | +10.2% | +3.7% |
| 30D | +11.3% | -21.4% | +32.7% | +13.2% |
| 3M | +3.0% | -40.1% | +43.1% | +7.3% |
| 6M | +6.5% | -38.0% | +44.6% | +10.3% |
| YTD | -4.6% | -36.5% | +32.0% | -1.7% |
| 1Y | -5.8% | -35.2% | +29.4% | -3.2% |
| 3Y | +16.8% | +23.5% | -6.7% | +10.1% |
| 5Y | +10.4% | +109.7% | -99.3% | -3.9% |
| 10Y | +116.8% | +132.6% | -15.7% | +77.7% |
| All | +156.5% | +44.5% | +112.0% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling