+107.5%
INDA vs STLA
+12.4%
+95.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.4% |
| 7D | +6.2% | -4.9% | +11.1% | +7.4% |
| 30D | +12.4% | -4.9% | +17.3% | +13.3% |
| 3M | +3.2% | -23.7% | +26.8% | +8.8% |
| 6M | +3.8% | -45.0% | +48.7% | +17.6% |
| YTD | -4.3% | -60.9% | +56.6% | +15.8% |
| 1Y | -4.5% | -58.9% | +54.4% | +13.7% |
| 3Y | +17.1% | -74.4% | +91.5% | +50.7% |
| 5Y | +11.0% | -71.5% | +82.6% | +33.7% |
| 10Y | +107.5% | +5.3% | +102.3% | +74.3% |
| All | +107.5% | +12.4% | +95.2% | +74.3% |
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