+214.1%
SU vs INDA
+109.4%
+104.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +2.2% | -2.7% | +4.9% | +3.8% |
| 30D | +8.4% | -2.8% | +11.2% | +10.1% |
| 3M | +12.1% | +1.6% | +10.5% | +10.5% |
| 6M | +19.7% | -1.4% | +21.1% | +19.0% |
| YTD | +58.4% | -10.1% | +68.5% | +66.1% |
| 1Y | +67.2% | -8.8% | +76.0% | +73.5% |
| 3Y | +125.0% | +7.6% | +117.4% | +108.3% |
| 5Y | +355.1% | +5.8% | +349.3% | +323.9% |
| 10Y | +263.7% | +84.0% | +179.7% | +140.0% |
| All | +214.1% | +109.4% | +104.7% | +95.9% |
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