-8.8%
INDA vs SNY
-4.5%
-4.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -2.2% |
| 30D | -2.8% | -2.2% | -0.6% | -2.4% |
| 3M | +1.6% | -3.0% | +4.7% | +2.0% |
| 6M | -1.4% | +2.7% | -4.2% | -1.6% |
| YTD | -10.1% | -6.8% | -3.3% | -9.6% |
| 1Y | -8.8% | -5.3% | -3.5% | -8.4% |
| All | -8.8% | -4.5% | -4.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling