-100.0%
INDP vs SPY
+335.7%
-435.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.4% | +9.3% |
| 7D | -2.7% | -0.9% | -1.8% | -1.8% |
| 30D | +31.6% | -2.4% | +33.9% | +35.3% |
| 3M | +169.7% | -1.2% | +170.9% | +173.0% |
| 6M | +82.4% | +3.3% | +79.1% | +75.7% |
| YTD | +10.3% | +12.3% | -2.0% | -1.8% |
| 1Y | +18.0% | +12.4% | +5.6% | +5.4% |
| 3Y | -95.1% | +78.8% | -173.9% | -97.3% |
| 5Y | -98.4% | +75.2% | -173.6% | -99.1% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +335.7% | -435.6% | -100.0% |
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 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