+76.1%
SO vs INDA
+10.4%
+65.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.1% | +6.2% | -6.3% | -0.9% |
| 30D | +8.7% | +12.4% | -3.7% | +7.0% |
| 3M | +3.4% | +3.2% | +0.2% | +2.9% |
| 6M | +3.7% | +3.8% | -0.1% | +3.1% |
| YTD | +10.0% | -4.3% | +14.3% | +10.7% |
| 1Y | +6.6% | -4.5% | +11.1% | +7.3% |
| 3Y | +52.5% | +17.1% | +35.4% | +45.0% |
| 5Y | +76.1% | +11.0% | +65.0% | +66.1% |
| All | +76.1% | +10.4% | +65.7% | +66.1% |
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