+262.8%
SGI vs INDA
+84.7%
+178.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.2% |
| 7D | -4.5% | -2.7% | -1.8% | -2.4% |
| 30D | +4.2% | -2.8% | +6.9% | +6.5% |
| 3M | -7.4% | +1.6% | -9.1% | -8.5% |
| 6M | -15.1% | -1.4% | -13.6% | -13.5% |
| YTD | -24.7% | -10.1% | -14.5% | -17.8% |
| 1Y | -21.8% | -8.8% | -13.0% | -15.9% |
| 3Y | +50.0% | +7.6% | +42.4% | +40.7% |
| 5Y | +48.9% | +5.8% | +43.2% | +42.6% |
| All | +262.8% | +84.7% | +178.1% | +144.1% |
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