+171.3%
SAP vs INDA
+83.0%
+88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -0.8% |
| 7D | -5.1% | -3.6% | -1.5% | -3.0% |
| 30D | -1.8% | -4.0% | +2.2% | +0.6% |
| 3M | +20.9% | +1.7% | +19.2% | +19.7% |
| 6M | +7.0% | -3.6% | +10.6% | +9.2% |
| YTD | -13.7% | -11.0% | -2.8% | -7.7% |
| 1Y | -19.6% | -9.5% | -10.1% | -14.9% |
| 3Y | +52.4% | +7.6% | +44.8% | +44.6% |
| 5Y | +54.4% | +4.8% | +49.6% | +48.8% |
| All | +171.3% | +83.0% | +88.4% | +95.3% |
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