+109.4%
INDA vs SNY
+113.2%
-3.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -1.7% |
| 30D | -2.8% | -2.2% | -0.6% | -2.1% |
| 3M | +1.6% | -3.0% | +4.7% | +2.4% |
| 6M | -1.4% | +2.7% | -4.2% | -2.6% |
| YTD | -10.1% | -6.8% | -3.3% | -8.6% |
| 1Y | -8.8% | -5.3% | -3.5% | -8.0% |
| 3Y | +7.6% | -9.8% | +17.4% | +7.0% |
| 5Y | +5.8% | +9.7% | -3.9% | -5.0% |
| 10Y | +84.0% | +64.5% | +19.5% | +35.9% |
| All | +109.4% | +113.2% | -3.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling