+463.1%
STM vs INDA
+112.6%
+350.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.7% |
| 7D | +1.4% | +3.1% | -1.7% | -1.4% |
| 30D | -8.4% | +11.3% | -19.6% | -17.6% |
| 3M | -15.8% | +3.0% | -18.8% | -18.4% |
| 6M | -22.8% | +6.5% | -29.4% | -27.0% |
| YTD | +79.4% | -4.6% | +83.9% | +88.4% |
| 1Y | +97.0% | -5.8% | +102.7% | +109.0% |
| 3Y | +14.2% | +16.8% | -2.6% | -1.0% |
| 5Y | -4.5% | +10.4% | -14.8% | -11.6% |
| 10Y | +463.1% | +116.8% | +346.3% | +213.4% |
| All | +463.1% | +112.6% | +350.5% | +213.4% |
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