+62.0%
SPG vs INDA
+83.0%
-21.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.9% |
| 7D | -2.2% | -3.6% | +1.4% | +0.4% |
| 30D | -5.8% | -4.0% | -1.8% | -3.1% |
| 3M | -2.8% | +1.7% | -4.5% | -4.2% |
| 6M | +8.9% | -3.6% | +12.5% | +11.3% |
| YTD | +14.3% | -11.0% | +25.3% | +23.5% |
| 1Y | +19.5% | -9.5% | +29.0% | +27.3% |
| 3Y | +106.9% | +7.6% | +99.2% | +91.0% |
| 5Y | +108.7% | +4.8% | +104.0% | +96.5% |
| All | +62.0% | +83.0% | -21.0% | +6.1% |
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 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