-63.3%
INDI vs SPY
+191.6%
-254.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | +6.2% | +0.1% | +6.1% | +6.3% |
| 3M | -25.0% | +2.0% | -27.0% | -25.6% |
| 6M | +39.5% | +13.0% | +26.5% | +22.5% |
| YTD | +2.0% | +13.5% | -11.6% | -10.7% |
| 1Y | -15.9% | +20.0% | -35.9% | -30.3% |
| 3Y | -47.9% | +77.2% | -125.1% | -68.0% |
| 5Y | -66.4% | +81.9% | -148.3% | -79.9% |
| All | -63.3% | +191.6% | -254.9% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling