+84.4%
INDA vs STLA
+46.8%
+37.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -2.9% | -5.2% | +2.3% | -1.9% |
| 3M | +2.4% | -24.9% | +27.2% | +8.7% |
| 6M | -2.6% | -25.2% | +22.6% | +3.1% |
| YTD | -10.0% | -51.4% | +41.5% | +4.2% |
| 1Y | -7.7% | -40.7% | +33.0% | +0.5% |
| 3Y | +8.9% | -66.3% | +75.1% | +31.1% |
| 5Y | +6.0% | -63.2% | +69.2% | +20.4% |
| 10Y | +84.4% | +48.7% | +35.7% | +43.8% |
| All | +84.4% | +46.8% | +37.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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