-6.4%
SAP vs INDA
-5.2%
-1.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -2.5% | +3.1% | -5.6% | -4.2% |
| 30D | +7.5% | +11.3% | -3.8% | +1.0% |
| 3M | +11.6% | +3.0% | +8.7% | +9.9% |
| 6M | +37.6% | +6.5% | +31.1% | +32.4% |
| YTD | -2.0% | -4.6% | +2.6% | -0.4% |
| 1Y | -6.4% | -5.8% | -0.6% | -4.9% |
| All | -6.4% | -5.2% | -1.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling