+316.4%
SGI vs INDA
+115.1%
+201.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +8.5% | +0.7% | +7.8% | +8.1% |
| 30D | +0.7% | -0.8% | +1.5% | +1.3% |
| 3M | +0.6% | +3.9% | -3.3% | -1.7% |
| 6M | -17.9% | -0.7% | -17.2% | -17.0% |
| YTD | -21.2% | -7.7% | -13.5% | -16.7% |
| 1Y | -18.9% | -5.1% | -13.8% | -15.9% |
| 3Y | +52.6% | +13.6% | +39.0% | +40.4% |
| 5Y | +60.7% | +7.8% | +52.9% | +54.1% |
| 10Y | +278.1% | +84.6% | +193.5% | +167.8% |
| All | +316.4% | +115.1% | +201.3% | +189.0% |
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