+1,927.3%
STLD vs INDA
+115.1%
+1,812.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.7% | +2.4% | +2.7% |
| 30D | -9.0% | -0.8% | -8.2% | -8.5% |
| 3M | -12.4% | +3.9% | -16.3% | -14.6% |
| 6M | +25.5% | -0.7% | +26.2% | +25.8% |
| YTD | +43.6% | -7.7% | +51.3% | +50.6% |
| 1Y | +87.2% | -5.1% | +92.3% | +92.5% |
| 3Y | +135.2% | +13.6% | +121.6% | +114.2% |
| 5Y | +290.9% | +7.8% | +283.1% | +267.8% |
| 10Y | +1,113.5% | +84.6% | +1,028.8% | +709.1% |
| All | +1,927.3% | +115.1% | +1,812.1% | +1,155.8% |
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