+309.7%
SN vs INDA
+9.8%
+299.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.6% |
| 7D | -3.4% | -2.6% | -0.8% | -1.3% |
| 30D | -9.1% | -2.9% | -6.1% | -6.8% |
| 3M | +31.8% | +2.4% | +29.4% | +29.3% |
| 6M | +52.0% | -2.6% | +54.7% | +54.8% |
| YTD | +51.3% | -10.0% | +61.2% | +62.2% |
| 1Y | +46.9% | -7.7% | +54.5% | +54.1% |
| 3Y | +394.9% | +8.9% | +386.0% | +327.0% |
| All | +309.7% | +9.8% | +299.8% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling