+111.9%
SPG vs INDA
+10.1%
+101.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | 0.0% | -1.0% | +1.0% | +0.4% |
| 30D | -4.9% | -2.5% | -2.4% | -3.8% |
| 3M | +3.3% | +4.0% | -0.7% | +1.3% |
| 6M | +11.2% | -1.8% | +13.0% | +11.9% |
| YTD | +17.1% | -9.2% | +26.2% | +22.2% |
| 1Y | +21.6% | -7.2% | +28.8% | +25.4% |
| 3Y | +111.9% | +9.8% | +102.0% | +85.9% |
| All | +111.9% | +10.1% | +101.7% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling