+78.9%
INFY vs STT
+271.9%
-193.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | -5.4% | -0.4% | -4.9% | -5.2% |
| 30D | -9.9% | +1.7% | -11.6% | -10.4% |
| 3M | -4.6% | +17.9% | -22.5% | -9.5% |
| 6M | -18.5% | +55.3% | -73.7% | -29.0% |
| YTD | -36.5% | +52.7% | -89.2% | -44.5% |
| 1Y | -32.8% | +75.7% | -108.4% | -43.7% |
| 3Y | -32.2% | +197.9% | -230.1% | -52.1% |
| 5Y | -44.7% | +158.8% | -203.4% | -60.5% |
| All | +78.9% | +271.9% | -193.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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