+115.1%
INDA vs STLA
+157.2%
-42.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +0.7% | +2.6% | -1.9% | +0.2% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | +3.9% | -24.8% | +28.7% | +9.5% |
| 6M | -0.7% | -25.6% | +24.9% | +4.5% |
| YTD | -7.7% | -48.9% | +41.3% | +3.7% |
| 1Y | -5.1% | -38.8% | +33.7% | +1.7% |
| 3Y | +13.6% | -64.5% | +78.2% | +32.0% |
| 5Y | +7.8% | -62.4% | +70.2% | +20.6% |
| 10Y | +84.6% | +55.4% | +29.3% | +51.9% |
| All | +115.1% | +157.2% | -42.1% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling