+740.9%
STLD vs INDA
+115.4%
+625.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +2.9% | +1.1% | +1.8% | +2.2% |
| 30D | -5.6% | +9.4% | -14.9% | -11.3% |
| 3M | -11.7% | +2.9% | -14.7% | -13.7% |
| 6M | -2.8% | +7.2% | -10.0% | -7.7% |
| YTD | +36.4% | -4.8% | +41.3% | +40.4% |
| 1Y | +50.0% | -5.1% | +55.1% | +54.5% |
| 3Y | +122.3% | +16.7% | +105.6% | +95.8% |
| 5Y | +273.2% | +8.8% | +264.4% | +244.0% |
| All | +740.9% | +115.4% | +625.5% | +425.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling