+589.4%
SE vs INDA
+61.0%
+528.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | +0.7% | -6.8% | -6.7% |
| 30D | -2.5% | -0.8% | -1.7% | -1.7% |
| 3M | +21.7% | +3.9% | +17.8% | +17.8% |
| 6M | +27.0% | -0.7% | +27.7% | +27.9% |
| YTD | -12.1% | -7.7% | -4.5% | -5.8% |
| 1Y | -40.9% | -5.1% | -35.8% | -38.4% |
| 3Y | +191.0% | +13.6% | +177.4% | +155.9% |
| 5Y | -68.3% | +7.8% | -76.1% | -69.7% |
| All | +589.4% | +61.0% | +528.3% | +399.7% |
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