+363.5%
SE vs INDA
+66.0%
+297.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.5% | +1.1% | -1.6% | -1.4% |
| 30D | -20.9% | +9.4% | -30.3% | -26.9% |
| 3M | -38.9% | +2.9% | -41.8% | -40.4% |
| 6M | -19.4% | +7.2% | -26.7% | -24.2% |
| YTD | -40.9% | -4.8% | -36.1% | -38.3% |
| 1Y | -46.2% | -5.1% | -41.1% | -43.7% |
| 3Y | +63.7% | +16.7% | +47.1% | +40.4% |
| 5Y | -77.9% | +8.8% | -86.7% | -79.2% |
| All | +363.5% | +66.0% | +297.5% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling