+664.5%
STM vs INDA
+81.7%
+582.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | 0.0% |
| 7D | +1.7% | -2.6% | +4.3% | +4.2% |
| 30D | -5.2% | -2.9% | -2.2% | -2.4% |
| 3M | -29.6% | +2.4% | -32.0% | -30.8% |
| 6M | +54.4% | -2.6% | +57.0% | +59.7% |
| YTD | +99.5% | -10.0% | +109.5% | +122.1% |
| 1Y | +100.8% | -7.7% | +108.4% | +117.9% |
| 3Y | +20.2% | +8.9% | +11.3% | +11.9% |
| 5Y | +21.1% | +6.0% | +15.2% | +17.3% |
| 10Y | +664.5% | +84.4% | +580.1% | +382.8% |
| All | +664.5% | +81.7% | +582.8% | +382.8% |
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 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