-48.8%
SE vs INDA
-7.3%
-41.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.7% | +2.0% |
| 7D | +6.7% | +6.9% | -0.3% | +0.5% |
| 30D | -17.2% | +7.4% | -24.6% | -22.4% |
| 3M | -28.0% | -1.0% | -27.1% | -27.4% |
| 6M | -6.1% | +2.9% | -9.0% | -8.7% |
| YTD | -37.1% | -7.4% | -29.7% | -36.0% |
| 1Y | -48.8% | -7.4% | -41.4% | -48.1% |
| All | -48.8% | -7.3% | -41.4% | -48.1% |
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