+1,810.4%
STLD vs INDA
+121.6%
+1,688.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | -9.7% | +6.1% | -15.8% | -13.0% |
| 30D | -4.5% | +11.7% | -16.2% | -11.1% |
| 3M | -13.1% | +2.1% | -15.2% | -14.4% |
| 6M | -2.8% | +3.2% | -5.9% | -5.0% |
| YTD | +35.3% | -4.9% | +40.2% | +38.9% |
| 1Y | +51.4% | -4.4% | +55.7% | +54.7% |
| 3Y | +117.9% | +17.6% | +100.4% | +93.8% |
| 5Y | +272.6% | +9.9% | +262.7% | +245.4% |
| 10Y | +782.2% | +102.7% | +679.5% | +456.9% |
| All | +1,810.4% | +121.6% | +1,688.8% | +1,058.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling