+338.6%
SPGI vs INDA
+112.6%
+226.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -1.4% | +3.1% | -4.5% | -3.1% |
| 30D | +15.3% | +11.3% | +4.0% | +8.3% |
| 3M | +16.5% | +3.0% | +13.5% | +14.5% |
| 6M | +19.8% | +6.5% | +13.3% | +15.3% |
| YTD | -3.2% | -4.6% | +1.3% | -1.1% |
| 1Y | +1.8% | -5.8% | +7.5% | +4.8% |
| 3Y | +30.6% | +16.8% | +13.8% | +17.0% |
| 5Y | +16.0% | +10.4% | +5.6% | +7.2% |
| 10Y | +338.6% | +116.8% | +221.8% | +176.4% |
| All | +338.6% | +112.6% | +226.0% | +176.4% |
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