+345.3%
SAN vs INDA
+84.7%
+260.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.5% |
| 7D | +0.2% | -2.7% | +2.9% | +2.5% |
| 30D | +0.9% | -2.8% | +3.7% | +3.3% |
| 3M | +19.1% | +1.6% | +17.5% | +17.7% |
| 6M | +33.2% | -1.4% | +34.6% | +35.5% |
| YTD | +29.1% | -10.1% | +39.2% | +41.8% |
| 1Y | +50.2% | -8.8% | +59.0% | +62.7% |
| 3Y | +351.0% | +7.6% | +343.4% | +323.2% |
| 5Y | +394.7% | +5.8% | +388.9% | +374.0% |
| All | +345.3% | +84.7% | +260.6% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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