+210.2%
SAN vs INDA
+121.8%
+88.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +4.0% | +1.1% | +2.9% | +3.2% |
| 30D | -7.8% | +9.4% | -17.2% | -13.9% |
| 3M | -16.4% | +2.9% | -19.3% | -18.2% |
| 6M | +3.5% | +7.2% | -3.7% | -1.6% |
| YTD | +6.7% | -4.8% | +11.5% | +11.5% |
| 1Y | +14.5% | -5.1% | +19.6% | +19.8% |
| 3Y | +243.5% | +16.7% | +226.9% | +205.4% |
| 5Y | +296.2% | +8.8% | +287.4% | +274.1% |
| 10Y | +268.5% | +116.2% | +152.3% | +111.4% |
| All | +210.2% | +121.8% | +88.5% | +72.0% |
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 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