+254.8%
SPOT vs INDA
+57.7%
+197.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.3% |
| 30D | +8.3% | -2.5% | +10.8% | +9.9% |
| 3M | +5.1% | +4.0% | +1.1% | +2.7% |
| 6M | -6.5% | -1.8% | -4.7% | -5.8% |
| YTD | -9.0% | -9.2% | +0.2% | -4.1% |
| 1Y | -26.4% | -7.2% | -19.2% | -23.5% |
| 3Y | +240.0% | +9.8% | +230.2% | +218.5% |
| 5Y | +111.7% | +7.5% | +104.2% | +101.8% |
| All | +254.8% | +57.7% | +197.1% | +180.5% |
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