+181.6%
SE vs INDA
+6.8%
+174.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | 0.0% |
| 7D | -4.8% | -3.6% | -1.2% | -2.0% |
| 30D | -18.1% | -4.0% | -14.2% | -15.5% |
| 3M | +30.6% | +1.7% | +28.9% | +29.0% |
| 6M | +20.8% | -3.6% | +24.4% | +24.0% |
| YTD | -15.6% | -11.0% | -4.6% | -8.4% |
| 1Y | -44.2% | -9.5% | -34.7% | -40.4% |
| All | +181.6% | +6.8% | +174.8% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling