+72.3%
SIRI vs INDA
+107.4%
-35.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.7% |
| 7D | -3.0% | -3.6% | +0.6% | -1.5% |
| 30D | +1.3% | -4.0% | +5.2% | +3.0% |
| 3M | +5.6% | +1.7% | +3.9% | +4.8% |
| 6M | +35.1% | -3.6% | +38.8% | +37.0% |
| YTD | +49.0% | -11.0% | +60.0% | +56.0% |
| 1Y | +26.8% | -9.5% | +36.3% | +31.6% |
| 3Y | -23.7% | +7.6% | -31.3% | -26.4% |
| 5Y | -41.8% | +4.8% | -46.6% | -43.6% |
| 10Y | -11.3% | +82.3% | -93.6% | -33.9% |
| All | +72.3% | +107.4% | -35.1% | +21.6% |
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