-99.5%
SPXS vs INDA
+84.7%
-184.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -0.9% |
| 7D | +2.5% | -2.7% | +5.2% | -1.8% |
| 30D | +4.2% | -2.8% | +7.0% | -0.2% |
| 3M | -9.3% | +1.6% | -10.9% | -6.2% |
| 6M | -30.7% | -1.4% | -29.3% | -30.0% |
| YTD | -28.1% | -10.1% | -17.9% | -37.0% |
| 1Y | -35.1% | -8.8% | -26.3% | -41.6% |
| 3Y | -79.6% | +7.6% | -87.2% | -73.7% |
| 5Y | -86.3% | +5.8% | -92.1% | -79.3% |
| All | -99.5% | +84.7% | -184.2% | -97.3% |
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 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