+56.8%
SAP vs INDA
+7.2%
+49.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.4% |
| 7D | -0.3% | -1.0% | +0.7% | +0.5% |
| 30D | +2.6% | -2.5% | +5.1% | +4.6% |
| 3M | +16.3% | +4.0% | +12.3% | +12.8% |
| 6M | +6.4% | -1.8% | +8.2% | +7.7% |
| YTD | -11.4% | -9.2% | -2.2% | -4.8% |
| 1Y | -20.4% | -7.2% | -13.2% | -16.1% |
| 3Y | +56.5% | +9.8% | +46.7% | +39.1% |
| 5Y | +56.8% | +7.5% | +49.3% | +38.9% |
| All | +56.8% | +7.2% | +49.6% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling