+16.7%
INDA vs STLA
-77.1%
+93.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.1% | -13.8% | +14.9% | +2.5% |
| 30D | +9.4% | -10.5% | +19.9% | +10.4% |
| 3M | +2.9% | -28.9% | +31.8% | +6.1% |
| 6M | +7.2% | -49.7% | +57.0% | +14.1% |
| YTD | -4.8% | -64.9% | +60.1% | +3.6% |
| 1Y | -5.1% | -64.0% | +59.0% | +3.0% |
| 3Y | +16.7% | -77.4% | +94.1% | +28.8% |
| All | +16.7% | -77.1% | +93.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling