+7.5%
INDA vs STLA
-62.5%
+70.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -1.2% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -2.5% | -2.4% | -0.2% | -2.3% |
| 3M | +4.0% | -23.9% | +27.9% | +8.1% |
| 6M | -1.8% | -24.6% | +22.8% | +2.0% |
| YTD | -9.2% | -50.5% | +41.3% | -0.1% |
| 1Y | -7.2% | -39.8% | +32.7% | -2.1% |
| 3Y | +9.8% | -65.6% | +75.5% | +24.3% |
| 5Y | +7.5% | -62.1% | +69.6% | +15.1% |
| All | +7.5% | -62.5% | +70.0% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling