+11.1%
SMR vs INDA
+14.6%
-3.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.6% | +16.9% | +17.4% |
| 7D | +21.4% | -1.0% | +22.4% | +22.6% |
| 30D | +13.8% | -2.5% | +16.4% | +17.8% |
| 3M | +3.9% | +4.0% | -0.1% | -0.8% |
| 6M | -4.2% | -1.8% | -2.4% | -0.3% |
| YTD | -21.1% | -9.2% | -11.9% | -10.3% |
| 1Y | -67.1% | -7.2% | -59.9% | -63.5% |
| 3Y | +88.9% | +9.8% | +79.0% | +89.1% |
| All | +11.1% | +14.6% | -3.5% | +6.5% |
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