+13.7%
SPGI vs INDA
+8.7%
+5.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +1.2% | +1.1% | +0.1% | +0.6% |
| 30D | +15.9% | +9.4% | +6.5% | +10.1% |
| 3M | +12.3% | +2.9% | +9.4% | +10.4% |
| 6M | +23.7% | +7.2% | +16.5% | +18.7% |
| YTD | -3.5% | -4.8% | +1.3% | -1.0% |
| 1Y | +0.4% | -5.1% | +5.5% | +3.2% |
| 3Y | +29.9% | +16.7% | +13.2% | +13.2% |
| All | +13.7% | +8.7% | +5.0% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling