-98.4%
INDP vs SPY
+67.4%
-165.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.7% |
| 7D | +7.4% | -2.7% | +10.1% | +10.7% |
| 30D | +46.9% | -5.4% | +52.3% | +56.9% |
| 3M | +165.6% | -4.1% | +169.7% | +178.3% |
| 6M | +62.0% | +0.7% | +61.2% | +60.0% |
| YTD | +14.1% | +8.7% | +5.4% | +4.6% |
| 1Y | +23.9% | +10.9% | +13.0% | +11.7% |
| 3Y | -95.6% | +75.0% | -170.6% | -97.5% |
| All | -98.4% | +67.4% | -165.8% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling