+381.4%
SAP vs INDA
+121.6%
+259.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +1.6% | +6.1% | -4.5% | -1.5% |
| 30D | +10.5% | +11.7% | -1.1% | +4.3% |
| 3M | +15.2% | +2.1% | +13.1% | +13.8% |
| 6M | +36.7% | +3.2% | +33.5% | +34.2% |
| YTD | -0.6% | -4.9% | +4.3% | +1.8% |
| 1Y | -4.1% | -4.4% | +0.2% | -2.2% |
| 3Y | +73.2% | +17.6% | +55.7% | +58.4% |
| 5Y | +74.1% | +9.9% | +64.3% | +64.9% |
| 10Y | +222.9% | +102.7% | +120.2% | +127.5% |
| All | +381.4% | +121.6% | +259.7% | +221.5% |
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