+268.1%
SO vs INDA
+115.1%
+153.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -4.6% | -0.8% | -3.8% | -4.4% |
| 3M | -3.0% | +3.9% | -7.0% | -4.2% |
| 6M | -8.3% | -0.7% | -7.5% | -8.3% |
| YTD | +3.5% | -7.7% | +11.2% | +5.5% |
| 1Y | -0.9% | -5.1% | +4.2% | +0.1% |
| 3Y | +45.4% | +13.6% | +31.7% | +38.1% |
| 5Y | +59.6% | +7.8% | +51.8% | +53.1% |
| 10Y | +156.6% | +84.6% | +72.0% | +99.6% |
| All | +268.1% | +115.1% | +153.0% | +172.8% |
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