+60.1%
STLD vs INDA
-7.3%
+67.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.8% | -4.2% |
| 7D | -3.9% | +6.9% | -10.9% | -7.0% |
| 30D | -0.4% | +7.4% | -7.8% | -3.9% |
| 3M | -9.2% | -1.0% | -8.2% | -8.5% |
| 6M | +5.0% | +2.9% | +2.1% | +3.3% |
| YTD | +42.8% | -7.4% | +50.2% | +43.4% |
| 1Y | +60.1% | -7.4% | +67.5% | +61.1% |
| All | +60.1% | -7.3% | +67.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling