-65.8%
INDI vs SPY
+189.4%
-255.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.1% |
| 7D | -6.9% | -0.8% | -6.2% | -6.0% |
| 30D | -16.5% | -1.1% | -15.4% | -15.2% |
| 3M | -16.0% | +3.9% | -19.9% | -18.9% |
| 6M | +29.3% | +13.6% | +15.7% | +13.0% |
| YTD | -5.1% | +12.7% | -17.8% | -16.0% |
| 1Y | -14.1% | +17.5% | -31.6% | -26.9% |
| 3Y | -49.7% | +76.9% | -126.6% | -69.0% |
| 5Y | -70.1% | +83.6% | -153.7% | -82.0% |
| All | -65.8% | +189.4% | -255.2% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling