+438.7%
SN vs INDA
+16.9%
+421.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.1% |
| 7D | +7.6% | +6.1% | +1.5% | +2.6% |
| 30D | +24.1% | +11.7% | +12.4% | +13.7% |
| 3M | +23.7% | +2.1% | +21.6% | +21.6% |
| 6M | +105.5% | +3.2% | +102.4% | +100.3% |
| YTD | +105.1% | -4.9% | +110.0% | +109.5% |
| 1Y | +148.3% | -4.4% | +152.6% | +152.3% |
| 3Y | +438.7% | +17.6% | +421.1% | +324.0% |
| All | +438.7% | +16.9% | +421.7% | +324.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling