+274.7%
SAN vs INDA
+115.1%
+159.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.8% | +0.7% | +1.1% | +1.2% |
| 30D | +2.0% | -0.8% | +2.8% | +2.6% |
| 3M | +19.7% | +3.9% | +15.8% | +16.4% |
| 6M | +30.6% | -0.7% | +31.3% | +32.0% |
| YTD | +28.8% | -7.7% | +36.5% | +37.8% |
| 1Y | +57.8% | -5.1% | +62.9% | +65.1% |
| 3Y | +338.1% | +13.6% | +324.5% | +297.4% |
| 5Y | +384.2% | +7.8% | +376.4% | +361.1% |
| 10Y | +353.1% | +84.6% | +268.5% | +189.6% |
| All | +274.7% | +115.1% | +159.6% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling