-30.8%
SGI vs INDA
-5.5%
-25.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.5% |
| 7D | -5.3% | +1.1% | -6.4% | -6.6% |
| 30D | -2.1% | +9.4% | -11.4% | -12.7% |
| 3M | -8.2% | +2.9% | -11.1% | -11.5% |
| 6M | -4.6% | +7.2% | -11.8% | -12.6% |
| YTD | -31.5% | -4.8% | -26.6% | -35.2% |
| 1Y | -30.8% | -5.1% | -25.7% | -34.4% |
| All | -30.8% | -5.5% | -25.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling