+336.1%
SAP vs INDA
+115.1%
+221.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +0.7% | -3.6% | -3.3% |
| 30D | +9.0% | -0.8% | +9.8% | +9.4% |
| 3M | +14.9% | +3.9% | +11.0% | +12.6% |
| 6M | +11.9% | -0.7% | +12.6% | +12.2% |
| YTD | -9.9% | -7.7% | -2.2% | -6.2% |
| 1Y | -19.5% | -5.1% | -14.4% | -17.5% |
| 3Y | +61.8% | +13.6% | +48.2% | +50.8% |
| 5Y | +56.2% | +7.8% | +48.4% | +49.7% |
| 10Y | +180.6% | +84.6% | +96.0% | +105.8% |
| All | +336.1% | +115.1% | +221.0% | +196.0% |
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