+208.2%
SAN vs INDA
+122.2%
+86.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +1.0% | +3.1% | -2.1% | -1.3% |
| 30D | -9.4% | +9.1% | -18.5% | -15.2% |
| 3M | -17.1% | +3.2% | -20.3% | -19.1% |
| 6M | +2.2% | +8.5% | -6.3% | -3.8% |
| YTD | +6.0% | -4.6% | +10.6% | +10.6% |
| 1Y | +12.7% | -5.5% | +18.2% | +18.3% |
| 3Y | +242.1% | +16.7% | +225.4% | +204.0% |
| 5Y | +293.6% | +9.0% | +284.6% | +271.1% |
| 10Y | +266.1% | +116.6% | +149.4% | +109.7% |
| All | +208.2% | +122.2% | +86.0% | +70.6% |
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