+73.2%
SAP vs INDA
+16.9%
+56.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | +1.6% | +6.1% | -4.5% | -1.8% |
| 30D | +10.5% | +11.7% | -1.1% | +3.6% |
| 3M | +15.2% | +2.1% | +13.1% | +13.8% |
| 6M | +36.7% | +3.2% | +33.5% | +34.0% |
| YTD | -0.6% | -4.9% | +4.3% | +2.2% |
| 1Y | -4.1% | -4.4% | +0.2% | -1.8% |
| 3Y | +73.2% | +17.6% | +55.7% | +56.0% |
| All | +73.2% | +16.9% | +56.3% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling