+1,155.6%
SPGI vs INDA
+115.1%
+1,040.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +8.4% | -0.8% | +9.2% | +8.8% |
| 3M | +11.8% | +3.9% | +7.9% | +9.5% |
| 6M | +5.7% | -0.7% | +6.4% | +5.8% |
| YTD | -9.7% | -7.7% | -2.0% | -6.3% |
| 1Y | -12.5% | -5.1% | -7.4% | -10.6% |
| 3Y | +21.8% | +13.6% | +8.2% | +12.5% |
| 5Y | +8.2% | +7.8% | +0.4% | +2.5% |
| 10Y | +309.5% | +84.6% | +224.9% | +184.3% |
| All | +1,155.6% | +115.1% | +1,040.5% | +696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling