+1,226.4%
SPGI vs INDA
+122.2%
+1,104.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.8% | +3.1% | -3.9% | -2.4% |
| 30D | +14.3% | +9.1% | +5.1% | +9.2% |
| 3M | +14.5% | +3.2% | +11.3% | +12.6% |
| 6M | +17.3% | +8.5% | +8.8% | +12.3% |
| YTD | -4.6% | -4.6% | 0.0% | -2.6% |
| 1Y | +0.8% | -5.5% | +6.3% | +3.3% |
| 3Y | +28.8% | +16.7% | +12.1% | +17.2% |
| 5Y | +14.0% | +9.0% | +5.0% | +7.3% |
| 10Y | +332.5% | +116.6% | +215.8% | +180.3% |
| All | +1,226.4% | +122.2% | +1,104.2% | +727.6% |
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