+87.2%
STLD vs INDA
-5.0%
+92.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.7% | +2.4% | +2.8% |
| 30D | -9.0% | -0.8% | -8.2% | -8.6% |
| 3M | -12.4% | +3.9% | -16.3% | -14.2% |
| 6M | +25.5% | -0.7% | +26.2% | +23.2% |
| YTD | +43.6% | -7.7% | +51.3% | +42.9% |
| 1Y | +87.2% | -5.1% | +92.3% | +83.3% |
| All | +87.2% | -5.0% | +92.2% | +83.3% |
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