+0.4%
INDP vs SPY
+17.2%
-16.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.1% | -0.6% | +23.7% | +24.1% |
| 7D | +120.7% | -2.0% | +122.7% | +127.4% |
| 30D | +115.1% | -1.7% | +116.8% | +119.1% |
| 3M | +4.5% | +4.7% | -0.2% | -12.8% |
| 6M | +36.9% | +12.5% | +24.4% | -1.4% |
| YTD | -12.0% | +11.7% | -23.7% | -33.2% |
| 1Y | +0.4% | +17.5% | -17.1% | -28.5% |
| All | +0.4% | +17.2% | -16.8% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling