-66.3%
SE vs INDA
+5.9%
-72.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.9% |
| 7D | -3.6% | -2.6% | -1.0% | 0.0% |
| 30D | -5.3% | -2.9% | -2.4% | -1.1% |
| 3M | +28.1% | +2.4% | +25.7% | +23.7% |
| 6M | +20.7% | -2.6% | +23.3% | +24.8% |
| YTD | -14.8% | -10.0% | -4.8% | -1.2% |
| 1Y | -43.6% | -7.7% | -35.9% | -37.6% |
| 3Y | +184.2% | +8.9% | +175.3% | +110.7% |
| 5Y | -66.3% | +6.0% | -72.3% | -72.9% |
| All | -66.3% | +5.9% | -72.2% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling