+383.8%
SAN vs INDA
+4.5%
+379.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.8% |
| 7D | -2.8% | -3.6% | +0.8% | +0.9% |
| 30D | -0.5% | -4.0% | +3.4% | +3.6% |
| 3M | +22.7% | +1.7% | +21.0% | +20.8% |
| 6M | +28.8% | -3.6% | +32.4% | +34.2% |
| YTD | +26.3% | -11.0% | +37.3% | +42.2% |
| 1Y | +48.8% | -9.5% | +58.3% | +64.6% |
| 3Y | +347.2% | +7.6% | +339.6% | +297.2% |
| 5Y | +383.8% | +4.8% | +379.0% | +332.0% |
| All | +383.8% | +4.5% | +379.3% | +332.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling