+155.6%
INDA vs SFM
+41.7%
+113.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +6.1% | -10.2% | +16.3% | +7.1% |
| 30D | +11.7% | -23.9% | +35.6% | +13.9% |
| 3M | +2.1% | -42.3% | +44.3% | +6.7% |
| 6M | +3.2% | -40.1% | +43.3% | +7.2% |
| YTD | -4.9% | -37.8% | +32.9% | -1.9% |
| 1Y | -4.4% | -37.1% | +32.7% | -1.5% |
| 3Y | +17.6% | +21.5% | -4.0% | +10.9% |
| 5Y | +9.9% | +103.8% | -93.9% | -4.1% |
| 10Y | +102.7% | +142.0% | -39.3% | +65.0% |
| All | +155.6% | +41.7% | +113.9% | +123.9% |
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