-14.4%
SMR vs INDA
+13.4%
-27.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.6% | -16.9% |
| 7D | -11.2% | -2.7% | -8.6% | -8.4% |
| 30D | -10.2% | -2.8% | -7.5% | -7.0% |
| 3M | -10.0% | +1.6% | -11.7% | -11.6% |
| 6M | -30.5% | -1.4% | -29.0% | -27.9% |
| YTD | -39.2% | -10.1% | -29.1% | -30.1% |
| 1Y | -75.5% | -8.8% | -66.8% | -72.3% |
| 3Y | +45.4% | +7.6% | +37.8% | +48.2% |
| All | -14.4% | +13.4% | -27.8% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling