+148.1%
INDA vs SFM
+132.6%
+15.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -0.8% | -4.4% | +3.6% | -0.5% |
| 3M | +3.9% | +1.5% | +2.4% | +3.5% |
| 6M | -0.7% | +6.5% | -7.2% | -1.9% |
| YTD | -7.7% | +2.2% | -9.8% | -8.5% |
| 1Y | -5.1% | -41.9% | +36.8% | -0.9% |
| 3Y | +13.6% | +106.8% | -93.1% | +2.6% |
| 5Y | +7.8% | +231.6% | -223.8% | -9.5% |
| 10Y | +84.6% | +258.4% | -173.8% | +46.1% |
| All | +148.1% | +132.6% | +15.5% | +108.9% |
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