+156.5%
SO vs INDA
+85.1%
+71.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | 0.0% | -2.6% | +2.6% | +0.9% |
| 30D | -2.5% | -2.9% | +0.4% | -1.5% |
| 3M | -4.2% | +2.4% | -6.6% | -5.1% |
| 6M | -7.7% | -2.6% | -5.0% | -7.1% |
| YTD | +3.8% | -10.0% | +13.8% | +7.2% |
| 1Y | +0.1% | -7.7% | +7.7% | +2.2% |
| 3Y | +44.2% | +8.9% | +35.3% | +36.9% |
| 5Y | +57.9% | +6.0% | +51.9% | +50.2% |
| All | +156.5% | +85.1% | +71.4% | +80.7% |
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