+19.4%
SPG vs INDA
-8.3%
+27.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | -1.7% | -2.6% | +0.9% | -0.9% |
| 30D | -6.3% | -2.9% | -3.3% | -5.4% |
| 3M | -2.4% | +2.4% | -4.8% | -3.3% |
| 6M | +9.6% | -2.6% | +12.3% | +9.7% |
| YTD | +14.2% | -10.0% | +24.2% | +15.5% |
| All | +19.4% | -8.3% | +27.7% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling