+107.5%
STLD vs INDA
+15.9%
+91.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.4% |
| 7D | -11.1% | +6.6% | -17.8% | -14.0% |
| 30D | -4.8% | +10.4% | -15.1% | -9.6% |
| 3M | -14.6% | +1.5% | -16.1% | -15.2% |
| 6M | -7.4% | +1.7% | -9.1% | -8.3% |
| YTD | +32.6% | -5.8% | +38.4% | +35.8% |
| 1Y | +47.3% | -5.1% | +52.4% | +50.2% |
| 3Y | +107.5% | +16.0% | +91.5% | +91.0% |
| All | +107.5% | +15.9% | +91.6% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling